Abort a Blitzball league

You can, but it will take you a while to reach the point in which you are free to do so. Once you have the airship, you have to finish an event at Highbridge.

Talk to Maester Mika.

The exception to this rule is the Bevelle Temple cloister of trials. If memory serves, that's a one-off, and you won't be able to redo it once you've finished.

Also, for players of the HD Remaster, or International/PAL versions, it's worth mentioning the entrance to Besaid will be blocked by a Warrior Monk and his Dark Aeon by this point. You won't be able to enter Besaid until they are defeated.

There is, in fact, an easier way to do this! There is a specific area you can go to in the Thunder Plains, and cause the lightning bolts to hit the same spot, over and over. This makes it much more consistent to dodge, since the timing is no longer random and much easier to predict.

The area is just outside of Guadosalam. If you've activated three of the Cactuar statues, the little ghost is running around just south of it. It looks like a little hollow, right by a tower. The trick is to walk just over the dip in the ground, and that's when lightning will strike. Press X as you move into the dip, and you will dodge it. The timing is pretty generous, I've found; you can move into the hollow, and press X before the flash, and you'll still dodge it. Then it's just run to the tower, loop around, and go at it again.

Doing it this way gives you one lightning bolt about every three or four seconds, which means it'll take around ten to fifteen minutes to amass the necessary 200. Note that you won't have any indicator that lets you know when you hit 200; you have to go to the Travel Agency and read the book to see how many you dodged in a row. But don't go there until you miss, because leaving the area will reset your count.

To see this in action: