Just a little talk about what you should do with Gogo.
The best armor Gogo can equip is the Magus Robe, which stinks. It gives a +5 bonus to its Magic Power and +10% MBlock, to be fair, but it's pretty lame compared to the top-tier equipment available to other characters. You can buy one in Maranda for 13000 GP. Its other pieces of equipment? It can equip the Magus Rod, which is hands down the best option in this case. As far as Helmets go, try to counter the character's lack of durability in most cases with more HP; if you have a Red Cap, Gogo will benefit from it a lot. If not, just go with what provides for the best Defense/Magic Defense (Genji Helm/Black Cowl). Since it has no elemental resistances whatsoever this way and comes nowhere near pulling off the Force Shield (a Defense rating of 130? Are you insane?), I suggest a equipping a Thunder Shield. An Aegis Shield is an acceptable substitute, although Gogo will lack anything elemental-related with that set-up.
As far as Relics go, something to boost Gogo's magical damage output would be fine, and something to help it out defensively (Guard Bracelet, Miracle Shoes, hell, even Protect Ring) really helps.
What skills to give Gogo? Let's face it: The thing isn't too hot on the stats. Gogo has the worst Vigor out of the final bunch (worse than Relm), the third-worst Speed, and the second-worst Magic Power. So, what have we in the end? A utility character, mostly.
This makes the Magic skillset excellent for it, as a lot of spells don't depend on your Magic Power to be effective (status spells, instant death spells, reviving spells, etc.). Plus, while Magic attacks tend to lack in pure power when compared to other damaging skillsets (though that statement is made without considering the high Magic Power of a Magic wielder and the Ultima spell altogether), they do feature moves exploiting the four most common weaknesses (Fire, Ice, Lightning, Holy) with quite a punch. Furthermore, these moves are targetable.
Gogo makes as adequate a Thief as Locke. It can equip the Thief's Bracer, and, since only the character's level is used in the Steal chance, there's no problem there.
Gogo will probably never use Bushido. Not only does the game require you to use a blade with the Bushido ability (which means getting rid of the awesome Magus Rod), the ability just isn't all that great when you have other options.
Tools on Gogo are fairly acceptable. However, now that we can freely choose between skillsets, Drill/Chainsaw is simply outclassed by Throw and Auto Crossbow/ Flash are outclassed by Grand Delta and Razor Gale. Multi-target poisoning isn't a big deal anymore either. What's left to talk about in Tools? Multi-target unblockable Confuse from the Noiseblaster, which is nice enough. Not a top-tier choice in my opinion, but you can work with it.
Gogo doesn't make as great a Throw ninja as Shadow, but Throw is just plain awesome. Targetable, very powerful, an option for each element, you name it. Great for bosses really, as you won't want to waste too many resources on single-target damage.
Rages work well with Gogo. The benefit doesn't come from raw damage output, as we already have examined how Gau's damage output started to decline a while ago. Instead, the Rage command grants Gogo the elemental resistances and status immunities the frail thing so desperately needs. With a large enough Rage library and knowledge over it, you can ditch the Thunder Shield for an Aegis Shield and send him away.
Blitz is Gogo's trump card when it comes to damage. Blitz was designed to work well on a character with sub-par Magic Power: Sabin. Gogo has even lower Magic Power than Sabin, but his equipment tends to favor his Magic Power. Thus, with the assumed Magus Rod/Magus Robe combo, that's a +12 on Magic Power right there. Phantom Rush hurts a lot, and Razor Gale isn't too bad.
Lore's multiple status effects from Bad Breath is great, Mighty Guard is great, White Wind isn't directly influenced by Gogo's bad stats (making it nice), and Grand Delta is pretty darn powerful, meaning that, while Gogo's Grand Delta is inferior to Strago's, it will still hurt. Lore is a good option, although you'll find that most of the weaker Lores (Aero, Lv. ? Holy, Tsunami) are worthless with Gogo.
I'm not going to discuss Sketch, Slot, or Dance as they're all WoB/early WoR skillsets designed to be outclassed by other means of damage output (Jump, Magic, Fixed Dice) by this point in the game. They're all bad. Runic, in the end, is too situational to warrant discussing here.
In the end, something like this works:
Set Blitz for single-target damage, set Lore for multi-target damage, protection, healing and status ailment setting, and set Magic for pretty much the same purpose, just for the extra options. Keep Mimic for if something cool just happened (Sun Flare, something like that).
The choice for how to fill the third slot depends on what you have and what you know. If the other party members know quite a few decent spells, Magic is probably the best one out of the three. If you have a bunch of Rages and know your stuff, Rage is the more strategic option. If you lack good spells and never really bothered with Rages, Tools are a decent fallback option.
Anyway, this is Gogo. Hope you have fun with the androgynous little bugger.
So, we've just regained access to the Steal command. No more crossing fingers with Shadow trying to use a Thief's Knife; Gogo can Steal as often as it likes, without inflicting damage and with twice as much success as Shadow ever had thanks to the Thief's Bracer it can equip. Here's a list of worthwhile Steal opportunities you've missed thus far:
Zone Eater Cave:
Cave of the Veldt:
Cave to the Ancient Castle: