Zosa, town of the dezolisian penguin
This town must not necessarily be visited during the quest. Visit the weapon shop for some weapons, but you will find the stuff in the town of Meese, too.
If you want to have some fun, hire a penguin as a comrade of a day. It costs 500 mesetas to see a penguin running after your party. If you leave the town or enter a building, the penguin will return to its owner.
Beware, do NOT buy the penguin food in the tool shop. It won't last for long.