I am SO busy so this will prolly be my only post this weekend!!
Jecht must've been made by the fayth...the he sacrificed himself to become Braska's final aeon (It's all very confusing and I may have parts slightlly wrong but...). Zanarkand was real, it had to be for the ruins to exist. However I believe that there were two Zanarkands; one which died (and the population became the fayth) and the other which was created by the fayth after the originals destruction in a kind of dreamy-limbo dimension. Tidus was of the latter Zanarkand.
The fayth made them as memories of the good times kind of....Auron died when he went to see Yunalesca 'cause he was annoyed that Braska and Jecht were now both dead. She killed him for trying to attack her. Jecht became sin because the "darkness" uses the last aeon to rebuild sin after sin is defeated. This way sin always returns stronger. This is also why the aeons and fayth sacrifice themselves at the end to prevent sin's return.
The fayth were tired of not being allowed to rest peacefully constantly "dreaming" the aeons and 'fake' Zanarkand.
"The" fayth (the one with the hood name and becomes Bahamut). Is present in FFX-2 so I guess he still exhists as more of a ghost in the dream dimension - the Farplane.