As the others have said, warrior is just a better marauder. Unlock ASAP and keep up on class quests every 5 levels.

As for each character having no limits, its only as overwhelming as you make it. Just because you can be everything doesnt mean you have to. Plenty of people only level up the jobs that theyre interested in, not even bothering to unlock the rest. And even if you are the sort of person who wants to do everything, you dont need to try to do it all at once or all right away. You can always choose to focus on one thing at a time, only switching when you "finish" what youre currently working on. As for your idea of different characters with different classes, you can do that too if you want. The biggest reason that people cite as being anti-alt is the way the game unlocks content(with item/trade restrictions probly being second). Your main character will unlock all the content that interests you by default just by playing the game. But your healer alt needs to re-play all the story quests and dungeons to get to that same point(along with gearing up). Then when you get to the DPS alt youre doing it all a 3rd time(but with worse que times). It can get to be a bit much. But as you yourself noted, there isnt a "right" answer, just one that hopefully works for you.