Phoenix Downs will allow you to raise another dead person - you cant use them on yourself, so they wont help you if you die. All healers, aswell as RDM and SMN are also having a raise-skill that can be used to raise people. You can always try to /shout for a raise (use <pose> to let them know where to find your body), people are often nice enough to give a helping hand there!

And honestly: The overworld is pretty much tame like a new born kitten - dying their occurs very, very rarerly. I honestly cant recall the last time I died to something... so, just as Penthea said: Having to make your way back is your punishment for being careless.

I also assume that graveyards are a mechanic from another game? Because we do have a graveyard location in eastern Thanalan... but thats not what you're refering to, is it?