STR first then VIT. With a weapon like an Ifrit's Axe the stats cap around 350 STR and 310 VIT and will provide the biggest boost to your potential damage.

As for the AF no. You receive 4/5 of the AF pieces from one quest, one of which requires you to run halfway through Cutters Cry, another is in the Xali Stronghold Natalan. The other pieces however can be obtained solo, albeit you might have some difficulty "walking" (*cough*hint-hint*cough*) through Turning Leaf.

The final piece which is the body, is obtained after defeating Curious George in the final quest for the WAR storyline ARC and very much NOT soloable.

Hope that helps.