Questing to level cap(s)

[Niwashi]

On alt classes (which already get an XP bonus anyway) you can go from 1 to 15 with just your class quests and hunting log. And then from 15 on, you'll have access to dungeons. So sidequest XP isn't really important for the sake of being able to level easily. Their real benefits are that they help to break things up and keep it more interesting than if you were just grinding, and if you're a story/lore buff, they add a few background details to the lore (though nowhere near as much as the main story, of course). So do those quests whenever you want their stories.

As for the XP you get from them, as mentioned it isn't necessary, but if you want to maximize it, it's better to do the quests on a class that's at or near the quest's level. The XP you get from a quest drops off when you're above its level, becoming completely trivial if you're significantly above its level. So if you do a level 3 quest with your level 18 class, you'll barely get any XP from it anyway. Whereas on a level 3 alt class, its XP could be significant.

I tend to do most of the sidequests when I reach the area for them, and I think the stories tend to fit best that way, but I also tend to pick up several classes and alternate them, so I can do sidequests with whichever class is nearest their level or currently most in need of leveling. For players who prefer to stick to a single class/job until they've maxed it before going back to the beginning to get others, the pattern of leaving sidequests for later would make more sense than it does for someone like me who is alternately leveling multiple classes anyway.

The big exception is the sidequests that are actually important for unlocking extra features or content. They're identified with a different quest icon with a little plus sign in the bottom left corner. Those ones you should do as soon as you have access to them. (Well, at least until level 50, when like a gazillion of them all open up at once. Then you may need some further prioritizing.)