Personaly, I found the CNJ and WHM storyline very boring, but all the level 30 and 50 class/job quests have been fun to (when you compare it to the other quests) to complete. THM final quest battle was fun, alot better then the CNJ one, imo.

So far Rogue has had the best storyline. The Rogue storyline has very likeable characters, epic combat and it feels like your fighting with a JRPG party.