Interestingly enough, you can bypass the Last Judge completely:
Take Sinners road, and in the room outside the save-point in Sinners roads start (Where Shakra is), head up and left.
You'll find The Mist. If you play the Needolin, next to the jelly-fish like creatures there, they guide you to the organ. Thereafter you can climb up to find Phantom, and that is a MUCH easier fight than The Last Judge, and easier to get back to as well.
You'll end up in the Coral Chambers, by the Grand Bellway.
