You do NOT have to clear the fog of war on every zone. Merely visiting every zone at least once is all that is required. Few key areas people miss for the achievement.
1) The area in Archadia you need to collect all of the chops to access.
2) The zone where you fight the Hell Wyrm.
3) Multiple esper related zones (miniboss rooms in Nechorol of Nabudis, the peak of Mosphoran Highwaste, final Henne Mines area). If you have Zodiark, you're covered.