Not really.

There are a few cases where the wider cross-class selection can be nice. FATEs, leveling your chocobo, soloing in general. There was talk when PvP first hit about going as the class for some classes (I know some people tinkered with MRD instead of WAR; don't know if it's remained popular). But I don't know of any content that you can't do as the job, or that's significantly more difficult as the job.