Conjurers borrow from Arcanist and Thaumaturge and really, really want Swiftcast (THM 26) above all else. Surecast is occasionally nice to pop to ensure your casting of Cure III/Medica II won't be interrupted during a boss' big unavoidable attack, but Swiftcast is beautiful - it's about the only way you'll reasonably be able to cast Raise sometimes (it removes the 8(!) second cast time) and even without it is just amazing for emergencies. Getting Virus and Eye for an Eye from Arcanist are also helpful, but far from essentially - still, there isn't really any other competition when you're a WHM.
Thaumaturges pull from Arcanist and Archer. Eye for an Eye, Virus, and Physick are nice to have, but the low-level Raging Strikes from Archer is invaluable for what you want to be doing - and later on Quelling Strikes is near mandatory to go 'full ham' without pulling the aggro of everything in the room because nobody can output damage at the start of a fight the way a high level BLM can.
Arcanists borrow from Thaumaturge regardless, and they want Swiftcast first and foremost - not just for Ressurects which can be cast regardless of Summoner/Scholar but also for when their pet dies (The loss of your pet can be 30-40% damage/healing lost until you've got it up and running again, and cutting out 8 seconds of standing there can make all the difference in the world). You should also consider grabbing the Conjurer's Aero spell while you're still an Arcanist, as it gives you another DoT effect.
Summoners will also borrow Archer skills - much like Thaumaturge the key is Raging Strikes, although popping Quelling Strikes if you have it at the start of fights can help out some too (It's rare summoners have problems with accidentally taking aggro though).
Scholars will be borrowing Conjurer skillls. Namely Protect and Stoneskin. As mentioned, these spells are more effective if an actual WHM casts them due to traits, but inevitably you won't always be partied with a WHM so having them on hand yourself is invaluable. Scholars can also uniquely borrow Cleric Stance, which will enable them to swap into mildly effective DPS as necessary.
Prior to obtaining your job at 30 (Jobs restrict your cross-class options to only two other classes in exchange for a number of benefits), you also have a few other skills you can consider. The majority are actually useless to casters, but you might consider the following that haven't been mentioned: Internal Release (Pugilist 12) increases your Critical rate for its duration, and if you've been up there, Blood For Blood (Lancer 34!) increases your damage output at the cost of some defense, although I'd only grab that if you had it anyway instead of levelling for it specifically. Foresight (Marauder 2) and Featherfoot (Pugilist 4) are defensive cooldowns that will help you when soloing or if your tank sucks at keeping aggro off you, while Bloodbath (Marauder 8) and Second Wind (Pugilist 8) are cooldowns that will help restore some of your own HP.