Estellios is right. And Tuna Time has some good tips.

To echo what Tuna Time said, I'd just suggest that leveling other classes is extremely helpful. Taking every class to level 10 gives you some pretty wonderful abilities that you'll want to use on all classes. Get Second Wind from Pugilist and Bloodbath from Marauder, which are like heals that don't use MP. Get Invigorate from Lancer, which will increase your TP gain so you can do more Weaponskills. And I have Cure and Sacrifice on every single class I play so I can cast heals whenever I need to.