I suggest, honestly, giving everything a try manually! The best way to find out what you think you'll like is to attempt it, and when you're levelling a class that's at a lower level than your highest levelled class, you get a significant EXP bonus.

Marauder to 15 is highly recommended, because it's a prerequisite for you to upgrade from Lancer into a full Dragoon later. Similarly, if you raise Pugilist up to 12, there'll be a handful of useful skills it will teach you that you can equip even once you're Dragoon.

But if you're looking to pick up another class more seriously we'd need an idea of what kind of thing you're looking for.