Pretty much how Tanking is. Your not suppose to see big number only when a big number is hitting you and the sweet cake of it is how much did you reduce that big huge hit by? It's always sweet seeing a MB deal 0 HP damage or a mega flare dealing 300 Damage due to mitigation not just on my part but healers Adlo and Stone Skin.

PLD is my main but I also have WAR too, I try to main both but I'm more as ease with my PLD. I only switch to PLD depending on the situation.
I believe there is secret way to playing your job. Once you get really used to it you start doing things you wouldn't thought of doing the 1st time you start playing and you do things that you makes you think "why didn't I do this before?" like putting my Bloodbath with Fight or Flight or Stone Skinning myself on those brief breaks I have. I notice not many PLD's do that but really should as it helps the heals.