Levelling up with your combat class also allows you to do your own materia melding. Levelling up after you've reached cap allows you to level your DoH classes with the Ixali crafting quests, which really give you a leg up.
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How would you go about leveling them all up? also... retainer space? im running out.
Well, you have to have some discipline. Don't let equipment pile up--since it doesn't stack, it really eats inventory. Also, it can help to not hold on to HQ. It's better when every thing in your inventory isn't doubled because the you have the NQ stack and HQ stack. HQ mats are a crutch anyways..as you level you should be able to HQ your synths without HQ mats.
And if all else fails, SE will sell you more retainers...
I find it really helps to keep them evenly BECAUSE of inventory space. They can share gear, but also the materials will be shared. Most materials have a given range of level they're used in. For example, when my crafts were near level 50 I predominantly used cobalt, electrum, rosewood, and raptorskin. I didn't really need to carry other materials besides ones used in that range. Now, if I had some at 50, and some at 30, I'd need to carry both level 50 materials AND level 30 materials.
Which to keep depends on your level in comparison to the material's level. I found it best to keep only the HQ and sell NQ items as long as they were in the highest tier available for recipes that were still difficult to synth, but then to switch to keeping only NQ and selling HQ once I leveled past it enough to reliably make HQ components from NQ materials. But yes, it definitely helps with space if you're keeping only one or the other at any given time.
That switching which to keep pattern is simple enough for things like logs and ores, where there are only a few tiers and a new type at each tier, so they're not hard to keep track of. It's a pain, though, for things like cooking ingredients or reagents, where the wide variety of items makes it a lot harder to keep track of what tier they each came from and what they're used for. That's where I have the most problems myself with inventory bloat. I never seem to be able to keep track of which ingredients and reagents are useful enough to keep so I end up keeping all of them except for those the Material Supplier offers.
I have noticed that even with the materials that are used on larger scale of recipes, like the cooking mentioned, the earlier tier ones on HQ contribute less to the actual score. For that reason it's usually enough to keep HQ of just the later material because the earlier materials, while used, can just as well be NM for no large difference in the quality budget.
About leveling all crafts at once, all crafts use materials from all others, the cooking maybe being most isolated with alchemy coming next. For the equipment crafting, all of them use metals, fine metals, wood, leather and cloth to some extend and when you're having all crafts around same level you can usually produce all the components one needs in another craft, as well as stack just about the right tier materials. That not only avoids the worst inventory bloat, but can make it a bit cheaper since turning material from raw form to usable stuff in one craft benefits leveling it as much as using it on another, lessening the need to buy ready materials from MB.