Many people level two ore more jobs evenly. I think it might be more common to level one first, but nothing says you can't keep every job within 1 level of each other once unlocked (and HW jobs getcaught up) if you really wanted to. A few things worth considering:
- Healers and tanks don't have 20min waits for dungeon queues, so it's easy to level them through dungeons.
- DDs will have to wait about 20min for most dungeon queues.
- Doing the highest available dungeon will take 3~4 runs per level.
- Doing the highest available dungeon, your highest job will take more runs per level because it doesn't get the armoury bonus.
- If you level your DDs through dungeons, you'll need to fill the queue time with other activities. Be careful about starting cutscenes or battles while on a different job than the one you queued on; you don't want the queue to pop and drop you due to not being able to change back to the right job in time.
- Roulettes are probably better spent on DDs because more xp to make up for the longer wait time.
Gear is pretty easy. If you're running lots of dungeons on multiple jobs, you'll probably be able to greed a good amount of the gear you need to level the other jobs, and if you're keeping them within a few levels of each other, you won't have to hoard entire sets for months while they wait to be leveled. Use poetics for gearing too. Regular tomestone gear for each cap level (Lv_0) is the same iLv as the the Lv_1 leveling dungeon gear. Augmented tomestone gear for each cap level ties the Lv_3 leveling dungeon gear, so you won't need to replace it until at least Lv_5. However, you can get away with wearing augmented tomestone gear all the way to the next cap level. No one will notice unless you're a tank (in which case the healer will notice because you will be squishy), but you can (should) mitigate that with gear you have collected along the way.
The biggest issue with leveling multiple jobs at once--and the importance of this will vary by your own opinion--is that most content is MSQ locked. So the longer you take to reach higher levels with any one job, the more content restrictions you have to play with, for a longer time.