Also you need to do the class quests all the way to the final one at level 30 if you wish to unlock that class's 'Job' later on (as the Job quests will not become available until you've completed all the quests for that class at it's Guild). As Naria mentioned the level 15 and 30 class quests each give you a unique ability for that class too which you can't otherwise learn so doing the class quests for other classes is well worth it.