I myself prepared for my CA final exams this may 2012. Ive already cleared Group II and got exemption in Law. Inever did any coaching. Either at PCC level or Final Level.
The books i refered were -
1. FR - Study Mat for Misc Chapters/DS Rawat for AS/Addhyad FR Book for Amalgamation and Holding.
2. SFM - Go for JB Gupta DVD and book. You wont watch the DVDs much but it helps to clear doubts.
3. Audit - Surbhi Bansal/ Compiler (past ques repeated many folds)
4. Law - Munish Bhandari handbook/Compiler (past ques repeated many folds)
5. Costing - Study Mat ques/Practice Manual ques/past 3 years RTP. its enough. Focus on OR the most.
6. ISCA - Dinesh Madan. Learn the chap 5,6,7 by heart.
7. DT - Vinod Gupta Notes. Fucus on Latest Amendments and Case Laws.
8. IDT - Banger. Fucus on Latest Amendments and Case Laws.
Plus this article helped me a lot. Its amazing and everything you need to know.
Hope you get the necessary confidence.