Guide Book - get it from a Ghost Ship by morphing it. Yes, you can get back to the reactor through Junon, you can only go as far as the underwater pipe, where you see all the sharks and things swimming about, but that's exactly the area where you find them. Exchange the Guide Book for Underwater Materia from the old guy at Kalm.
1/35 soldiers - A useless item, like many other useless items in the game, but it's precisely because they're useless that people make up conspiracy theories about them. You can't collect all 12; they have nothing to do with the Sephiroth clones; you can't display them in your villa.
Masnion in Costa Del Sol - You can buy the villa, but it's very expensive (129,000 gil, if I remember correctly) and the guy on the bed won't offer you it until you have enough. Master an All Materia for easy money (you can sell them for 1,400,000 gil) but all the villa is is basically a free inn. You can sleep there, but that's it.
Gold Saucer - never heard that one. It's possible that you may be able to pick up one there, maybe as a prize, but that's it.