Yeah, I think I did every sidequest and saw all secrets in FFIX. The only things I didn't do were:
1) Get the Excalibur II (I think that's its name) sidequest. Completing the game in 14 hours sounded kinda boring.
2) Collect all the cards, since I found the card game boring too.
As for the letters thing, I'm guessing I got them all, since I completed the sidequest. The prize you get sucks though, the real prize is probably just knowing you completed the huge task.
Dagger's real name was pretty boring I think. That reminds me, once I played FF7 and named Red XIII Nanaki. When I got to Cosmo Canyon, it was kinda funny to see everyone so shocked to his real name was Nanaki.