I enjoyed how the Ul'dah ones were somewhat connected as the Alacran were involved in some way or another (Though for Thaumaturge it was one part fairly early on). I like to think of the Gladiator level 30 quest as the finale to the Ul'dah combat class quests.

The crafter/gatherer questlines have been surprisingly good in my opinion and where they lacked in action they made up for in at world-building. Not to mention some of them like Alchemist were fairly emotional and the Weaver one was adorable.