What is the most fun class to level?

[Anova]

Arcanist/SMN as a dps dot class doesn't become really complex until Lv30 when you get Bane and Lv35 for Fester (SMN only). Until then, you are spending a lot of the time casting your two dots and filling the remaining time with ruin/energydrain.

If you haven't tried it yet, consider thaumaturge for a ranged magic dps. Their combination of damage and cc is interesting, as well as the decision you make switching between burn and mp recovery phases. In the worst case if you don't like it or switch to arcanist, you will have thunder and swiftcast. Two skills which will benefit your arcanist. If you decide to switch to BLM, you will still have access to all the arcanist abilities.

Archer is also worth trying as it will provide you with raging strikes, very useful for crit-fishing and improving your dps. The biggest difference between archer and caster playstyle is that you will be spending a lot of time as archer running and kiting mobs. It suits some players better than others. Quelling strikes isn't so much an issue, but can still be useful in some cases.

Otherwise, I would recommend warrior or lancer depending if you want a tank or dps. Both have very complex rotations. Healing with CNJ or SCH can also be very fun as there is no set rotation for that role. You become more dependent on finding parties, but most content is better tackled as a group anyway. They can also output a surprising amount of dps if played right.