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The only way to farm HP Spheres is through the enemy Ironclad at the Monster Arena, who gives you a single HP Sphere as a common drop (~80% chance).
You can find a few HP Spheres in chests around Spira, but these are one-time only pickups.
So the only way to farm more of these spheres is through Ironclad.
This creature gets unlocked after capturing 10 Iron Giants, and 10 of both types of Gemini.
Iron Giants can be found on the Thunder Plains, and both Gemini A and B can be found either Inside Sin or in the Omega Dungeon.
What Are HP Spheres Used For?
An HP Sphere will turn any empty node into an HP +400 node on the Sphere Grid.
That’s pretty much all they can do (which is already pretty helpful!)
But aside from that, you can use them in Rikku’s mixes. Here are a few examples of mixes worth trying:
Supernova (Dark Matter + HP Sphere): Deals extremely large damage to all enemies.
Eccentric (Megalixir + HP Sphere): The party’s Overdrive meter charges twice as fast.
Mega Vitality (Stamina Tablet + HP Sphere): Doubles the party’s maximum HP for the battle.
Are HP Spheres Worth Farming?
Not really, no.
You need Break HP Limit on armor to go over 9999 max HP. And aside from that being kind of a waste of a slot, you’ll need to use too many empty nodes on the Sphere Grid to get even close to 99,999 hit points.
Even Rikku’s mixes can be created with other items that are easier to obtain.
Maybe get one or two HP Spheres for funsies – but other than that they can be ignored.