When you arrive at the Golden Saucer, there will be a man standing near the back of the screen (past the Save Point), who appears there about 1/60th of the time. If you talk to him, he will sell you one GP for 100 gil. You can buy up to 100 GP from him.

An easy way to find him is to enter the Saucer and leave, then enter again, but you'd better have a Gold Ticket or plenty of spare gil otherwise!