Grinding is a proud tradition from the FFXI days, so there will always be grinding. Actually, when the experience chains are released, which will be in the next major patch a week from today iirc, grinding with a (good) party should be the best experience per hour yield, with doing guildleves in a small group a close second.

There has been a jump feature discussed and seriously considered in past dev posts, but there are some challenges integrating it with the game world (height differences, zone edges, aesthetics). I haven't heard anything on it for a while, but 'Jump' is traditionally a move used by Dragoons (a job which Lancer will be able to unlock).