To my knowledge there are 2 non-sidequest missable items which you cannot synthesize. You can buy one of them in Heliord for a certain amount of time. I advise you to buy it when you first enter Heliord because I'm not sure when it will be unavailable again. It's a weapon for Rita called Endless Heart.
As for the second item, when you get to Baction, there is a part when you get to a room with gaps in them in which you can fall ( when you fall you'll see a small cutscene ). Intentionally fall three times and you'll be rewarded with the Magic Lantern. You might call this a sidequest, I dunno but I thought I'd mention it because a lot of people seem to miss it.
Make the Karolian Hammer +1 before making the Karolian Sword
Hammer -> Hammer +1 -> Sword -> Sword +1
If you directly synt the sword from the hammer you can't get the Hammer +1 on that playthrough, you've been warned.
Then make sure you've done all the sidequests, which you completionists have to do anyway for getting
this includes slaying all the Giganto monsters for special items, completing the 100 and 200 man melee battles and clearing out the EX Dungeon.
Here is a complete list of sidequests:
http://forum.draekon.com/showthread.php?t=21All the other items can be gained from Chests, Synthesizing, dropped by monsters or simply buying them in shops.
This guide lists all 1058 items as well as how to get them:
http://www.gamefaqs.com/xbox360/945075-tales-of-vesperia/faq...Follow this
http://www.gamefaqs.com/xbox360/945075-tales-of-vesperia/faq... from A to Z and you'll get every missable Item, Title and Monster. If you don't wanna use a walkthrough stick to the draekon guide.
Good luck