When you say Yu Yevin, you probably are referring to Sin. Sin was just a big monster, what do you want it to look like? I agree, it could have looked more menacing, but what are we gonna do?
Jecht and gang weren't necessarily "hanging out in the sky." It was a way of showing Tidus meeting up with his mentors and fore-fathers in "the great beyond." He was passing, or I should say his part in the dream was passing, with the faith as their sleep and dreaming ended.
As for Tidus coming back......I was very happy to see that in X-2, but it was kind of a "hey, this is what they (gamers) want, so let's give it to them" kind of situation that was tacked on to the end. It was the faith's way of saying "hey, Yuna, good job. We know this is what you've been looking for and what you really want, so let us see what we can do." So, they willed him back into existence. Then you can see Tidus being reluctant to believe it himself with the super best ending. That's all there really is to it. Try not to overthink it.
