Inf Health = can be left turned on
Inf AG = can be left turned on
Inf MP = can be left turned on
Max stats = not sure. The moment i saved, then deactivate it, stats revert. Not sure how to keep it at 999
Inf Items = never ever save with this feature on. Disable before saving.
Mega Exp = can be left turned on.
Fast Kill = not sure why you want this, if you used other cheats this will mean nothing, and you're cheesing the game too much. I mean, when you have the inf AP, buy all skills, and you'll be golden.
Inf AP = Go in game menu, go to each character, buy 1 skill (just one skill). It will jump from 8/9/12/13 AP into 999. Ignore purchasing other skills (for now), go back, go to other char, repeat. Once each char has 999 AP, disable cheat, save. Reload, and you'll have 999 AP for each char, with more unbought skills. Use the 999 ap to buy the other skills, probably would have more than enough ever.
Inf Gils = Activate, go to in-game menu, see that there's 999999999999 Gils, disable, save.
Inf SPP = Title menu, activate cheat, load game, save game, disable cheat, load game (it should reveal you have 999999 SPP)
At the moment, I can't beat the Inf Items trick, but i haven't advanced far enough where i need to use the phatosma thing, so probably I haven't advanced far enough.