Am I doing it wrong?

[Daralii]

I recommend dungeons. They're a good way to get practice with a job/role as you level.

FATE leveling is great, especially if you're a dps with a slow queue, but it doesn't really teach you how to play your job for the most important situations.

It also usually leaves you undergeared.

[Erendis]

Sidequests are a 1 time thing, as are hunt logs.

Hunt logs are separate for all classes.

[FOOLK1LLAH]

Nope, once those quests have been exhausted, duty roulette, FATES, and Hunting Log are about your only option left. As long as you're having fun though you are doing everything right because that's what's most important. I heard that some FC's can give you an xp boost while you're a member and your second job levels up quickly up to where your first job is before you know it.