I'm just going to have to respond from my visceral reaction.
Bad idea. Full Stop. If you wanted to do this in my campaign, I would tell you to pack up and leave.
Okay, that being said, how about the reasons why...
Kefka is a nihilistic psychopath - only into his own stuff and will only deal with others when they support his mission at the moment. Would YOU want someone like that in your party? Someone that is only into destruction? Someone that you never knew when they were going to just walk away in the middle of battle or even set you up for failure in the middle of a scenario? I know I wouldn't.
Sorry - but you asked for opinions and that was mine. I really urge you to try again.