Leves do give very good EXP.

If you're doing leves, then it probably doesn't really matter what class you do them on.

If you're trying to pull a lot of "wild" monsters for EXP linking, then it really helps to have interrupt mitigating abilities (Stoneskin and Sanguine Rite) if you are trying to do it as a mage class. As a mage you can't move around much, plus spells take a few seconds to go off and can be interrupted easily.