I'm new to the game and have been leveling them too, and the system that's worked for me is to do level all of them five at a time. Here's why:

1. I conserve armory space by having just one set of crafting and one set of gathering gear that is shared among all the DOH/DOL professions.

2. The mats and products generated by professions at a given level seem to feed into others at a similar level. There are some exceptions to this, but for the most part this seems to hold. In general, the exceptions are that some high level recipes still require low-level products. Quicksilver, a really low level Alchemy product, comes to mind as a common reagent.

There are some other things I wish I'd known sooner. First, the Grand Company supply and provisioning missions are really efficient for leveling your professions, especially at the higher levels. Just look for the items with the yellow stars next to them and make those. It's a different set each day, so check it daily. Second, the Ixtali quests are also very helpful in leveling your crafting. Definitely check those out when you hit your 30s. Beyond that, I can't help much right now. I'm really close to getting all of mine to 50 right now. They are all at least in the high 40s. Good luck!