Yup, just go to the guild of the next class you want to level. As a conjourer, when you get to level 30 you will have to level arcanist to level 15 in order to get the white Mage job. So you'll already have another class to level 15 anyway.

Plus once you get one class to 50 you get an EXP boost of I think it's 50 % to all other classes you want to level.

As for alts it's totally up to you, but since you can have all classes on one character, why wouldn't you?

I hope that helps.