Tried that first, but ended up messing up the game so gave that up ;P
Anyways, the programs I use are called: MYMC, simply to open up my PS2 memory card and export/import files from/to it, very useful if you simply want to import a saved file that you have downloaded. and FFXED, specially made for Final Fantasy X. You can pretty much do most things with it, edit your weapons, skills, blitzball stuff and so on, even modify your characters outfit and there sphere grid.
Also tried to use a CodeBreaker CD version 10, but didn't work for some reason, might have something to do with my BIOS as it's not from America or Japan or whatever, might also be because my game is PAL version. The CB CD got cheats for like all the games and loads of cheats if you are interested in that
Or, if you want to do it the hard and want to learn how to use a hex editor you can do it the way insomaniacal said ^