I look for them online and take advantage of them, because I'm lame like that.
Some of my favorites belong to FFVI. Like the Psycho Cyan glitch which is the perfect boss destroyer, or the Resetting Levels glitch which would, in theory, allow me to have maximum stats by replaying several times using different Espers to power different stats.
And that Banish Trap glitch from Dissidia is so helpful, too.
Another one I've seen is still in Dissidia, involving another menu glitch. I can't help but shake the feeling I've talked about this before... I think I did, in a Dissidia glitches thread or something.
But I've seen some unusual/harmful glitches before, most belong to Dissidia. For example, very randomly, when you win a battle, it WOULD go to the victory screen, but the battle music continues endlessly and its the white screen of death. No choice but to reset.
I've also seen some kind of weird menu glitch. The Home button activates on its own, the music cuts out, and the opponents stops in his tracks for a minute. The music eventually resumes, and the opponent "wakes up."
Oh well, FF is still chuck full of glitches even after all these years.