I think it depends on what role you end up taking in the party.

When you're leveling up, maybe stick with Warped Arrows -> Bronze Arrows if you have more gil than you can spend.

But when you're partying for dungeon or primal fightness, have the Mythril or Cobalt Arrows ready. Then switch back to the weaker arrows when grinding, spirit bind parties, etc.

If you find you cannot keep up with the arrows, mayhaps taking a Bard/secondary healer role in the party may help.
Refreshing Stoneskin on the tank or primary healer during their Stoneskin cooldown.
Throwing a Sacred Prism > Cure > Chameleon so that the healer doesn't take on all that threat for an AoE heal.
Run over to the melee folks and use TP song. Run back to the magic folks and use MP regen song. (or reverse if you want to contribute more to damage).


Considering that I like the supporting role of the Bard a lot, but will also be expected to do a good chunk of damage... I think I'll gradually build up the Hand and Land I need to stock my own arrows. Or at the very least, gather the materials, bother a shellmate one time, and stockpile a couple weeks worth of arrows.