You can have all the jobs on one account if you want, just go to the respective guilds to unlock them (SAM and RDM can both be found on Ul dah as they don't have guilds). Once you have a weapon for that job, just equip it and you will switch to that particular job that uses it (i.e. sword and shield for GLD, Grimoire for ACN etc). You can then save gearsets afterwards of each job and the equipment you have for them as easy access.