This accumulates throughout your other playthroughs, but if you are trying to max everything and buy everything in your first playthrough, you will get it then.
Some good missions to farm orbs are:
After you kill Shadow, while in the courtyard, run up and around the balcony into the room where you knock back the statue to reveal a hatch. Drop down the hatch into the room where the shotgun and judgement key/staff were, then into the long corridor and back into the courtyard where you started. Keep running this route and you should get 250+ orbs per run killing puppets and witches. This is a good early grinding route.
After you kill Griffon, and use Ifrit to light the torches enter the next area. Proceed until the door shields, kill the puppets, and enter the next area. Keep passing through these two areas for a mixture of lizards and puppets.
In the room with the Airplane, if you just keep entering and exiting where you came in you can fight the blue doppelgangers. If you time it right, you can fight a constant stream of these guys in a never ending battle.