Leveling them together is fine. I leveled MNK and WAR at the same time till level 44. The problem is gearing them up. It's not just about money but endgame gears requires quite a few runs to get full sets for 1 job. You'd need 3 sets for those 5 jobs since WHM and SCH share and SMN and BLM share. Still, the amount of tomes you need is humongous. Pick what you want to play most and stick to it, level others later would be my advise.