Stat priorities. . ..

[Garlyle]

Adding to what's been mentioned, don't worry too much about Defense vs Magic Defense. Enemies you'll be facing solo in the game are tuned in damage to be able to be killed by the lightest-armoured class (Black Mage, which has no self-sustain). By the time you're at a point where this does matter? Your gear drops are all class specific and you don't really have a choice in the matter anyway, and they'll give you plenty enough defense/mdef.

Strength is your primary stat to look for (I listed the primary stats a while ago when you asked about all the classes!). Almost all gear also provides free Vitality. DEX, MND, PIE, and INT are useless to you.

In general, if it's higher level gear and has the appropriate stats/equippability, you should use it instead. That said, you don't need to stress out too much - if you're keeping your weapon up to date (Do your class quests!) you should be fine as a DPS through up to 50; the rest of your body gear can lag 5-10 levels behind if need be, and accessories only even have upgrades once every 8-9 levels, which are usually just luxuries.

The rules change somewhat when you hit 50 and are moving into "postgame", but that's a topic for when you get there.