You should do all main scenario quests and it's also highly recommended to do all the unlock sidequests (with blue quest icons). After those, make sure you do your weekly challenge log (I do dungeons, FATEs and commendations) and daily roulettes (I do leveling, 50/60, and trials). Additionally, you can do other side quests (they're a great source of gil and decent source of exp), FATEs (you can solo pretty much anything but boss FATEs), and daily SB hunts. Then you also have the option of running your current highest dungeon for good exp and gear.