Foresight is easy to get as MRD (ONLY level 2, so no reason at all not to get it) and is a cooldown you can add to your rotation. It should be a PLD's first cross-class skill, at all times.
Stoneskin would come second, but it takes a bit of leveling to do (level 34 CNJ). These two slots are your "must haves" I'd say.
You can pretty much vary your last three slots with whatever you want depending on your situation, as the other available cross-class skill all can have a use, EXCEPT for Skull Sunder. You have NO reason to use Skull Sunder (level 4 MRD). AT ALL. Even if it's a joke to get.
Cure (level CNJ 2) is very easy to get and is actually viable at mid-to-lower levels (think level 25 and under). At level 50, it's weak, but has uses when soloing and doing FATES while off-tank. You can easily spam Cure until you're out of MP, spam Fast Blade + Riot Blade, and repeat indefinitely to help lessen the burden quite a bit. It doesn't have much use in end-game, though. If you need it to survive a fight, chances are your healer's already down and you're about to lose anyway.
Protect (level 8 CNJ) is good for soloing, and is the same if you're doing a dongeon with 4 people with a SCH healer, since you're not getting ProShell. It's also fairly easy to acquire.
As for Bloodbath (level 8 MRD), it's more useful in groups, as it helps lessening the burden on your healers... but by a very small margin. It's not powerful enough to be considered useful, but, like Protect, it's fairly easy to get.
Fracture (level 6 MRD) will indeed slightly help with DPS, although it will slightly lower your enmity generation. Some people like it, I don't.
Raise (level 12 CNJ), as PLD, can only be used outside of combat. I'd say it has its uses, but I usually only set it up as my fifth slot. There may be a few instances when you actually will be glad to have it, such as being able to raise someone when you got raised yourself before reengaging a battle with two tanks, or raising poor people in FATEs or outside of battles.
Mercy Stroke (level 26 MRD) is fun to use on trash mobs in dungeons (with proper timing), and it's off the GCD. But I'd say that, just like Bloodbath, it's not powerful enough to be considered game-breaking.
Hence why I use Foresight, Stoneskin, Cure, Protect and Raise. Cure and Protect could easily be swapped for Bloodbath and Mercy Stroke depending on your playstyle and situation.