By level 30, you'll want level 15 in your appropriate off-class to obtain your job. Your job is effectively a promotion, giving you access to additional tools and gear that will be extremely important and expected of you to have.

Past that, levelling up other classes is entirely up to you. However, levelling the secondary jobs that can cross-class into your job is definitely a good idea, because those cross-class skills can be very valueable. Some are definitely more mandatory than others (Monk's cross-classes are nice but not necessary; while a WHM/SCH that hasn't gotten Swiftcast is going to suffer, and a WAR without Provoke may literally be incapable of certain content), but rarely is it a bad thing to have them. Plus, you get to break and try out different playstyles, often different roles entirely.