Personally I'd level conjurer to 30, get your chocobo (level 21) and do the level 30 chocobo quest that let's it fight with you.

The other two mage jobs you level up will have the armor bonus (which I believe is 50% more experience points as long it they are lower than your highest mage job (someone correct me me if the number is wrong)) and your chocobo buddy will be there to fight with you. Both of which speed up the leveling process a lot especially up to level 15. Having resting bonus available helps a lot so always log out in a sanctuary (you can tell it's accumulating if you see the crescent moon icon to the right of the experience bar).

Next I would level up arcanist to 15 to get the whm job (or even level 34 to get 'eye for eye' which you will need eventually, especially for endgame). Finally, I'd level up THM to 26 to get swiftcast because swiftcast-raise is awesome and can mean win or loss in some situations.

One more thing, do the daily roulette for low dungeons and Guildhests. They give a lot of good experience points.