Please explain this job thing :)

[Mimilu]

One more question on this topic: is it beneficial or maybe even necessary to continue to level my subclass after I hit 15 and choose a job?

It's necessary. You have to get the main class to 30 and it's subclass to 15 in order to unlock its job.

For example: For a Conjurer to become a White Mage, it has to be at least level 30 and has to have Arcanist at least level 15.
For Arcanist, who has two jobs, you need it at 30 and either Conjurer (for Scholar) or Thaumaturge (for Summoner) at 15. If you have both Conjurer and Thaumaturge at 15, you can unlock both Scholar and Summoner.

The only jobs that don't follow this rule are the Heavensward jobs (Astrologian, Machinist, and Dark Knight), which require you to beat A Realm Reborn's main story to even get to the area you can unlock them in.

Edit:
Oops, miss read the question. >w>()
I would say yes, you'll get some important Cross-Class abilities you can use.

Using Conjurer as an example, you can get Cross-Class abilities from Arcanist (your subclass) and Thaumaturge. You'll want to get Arcanist to at least level 34 to get the ability Eye for an eye and you'll want to get Thaumaturge to 26 to get Swiftcast.