You can get really good gear from your Grand Company as you level up, stick to things labeled as for GLD, PLD, MRD and WAR. The "Disciple of War" stuff is not as good for tanks and are for melee like pugilists and archers.

For keeping threat on multiple mobs, use Flash first off for as many mobs there are. Three mobs? Use Flash three times. Then cycle around the mobs putting combos on them while checking the threat meter on the party list, it will show you how much threat each player has based on the mob you have targeted. Things get MUCH easier when you get the 3rd part of your threat combo "Rage of Halone", forget what level that is, and then "Shield Oath" at level 40.