You will want to do the quest to get your job stone as soon as you are able. Skills that you will be expected to have post 30 can only be aquired through the job's story line quests. Regen and Holy, for example, are learned via the white mage job quests and not accessible by the conjurer class.

Some folk opt to make sure they have all their cross class abilities for the role they want to play - such as Thaumaturge's swiftcast for White Mage - before focusing on the job. This is a good thing that will save you the trouble of doing it later. But once you've reached level 30 in the class you're sure you want to make a career of, it's best to get that job unlocked right away. It'll only help.

Edit: Beat by a minute! The rest of the post stands still.