That's weird, because all my macros, say MNK, WHM, and BLM all start with the 2 lines IBloodmoon suggested and they all work fine everyday.

This is my macro for Monk, for example;
/equip "Main Hand" "Murderous Mogfists"
/job on
/equip Hands "Temple Gloves"
/equip Feet "Temple Boots"
/equip Head "Temple Circlet"
/equip Body "Temple Cyclas"
/equip Legs "Temple Gaskins"
And this is the chatlog message I get when I hit that macro:
You switch to pugilist.
Pair of Murderous Mogfists equipped.
You switch to monk.
Pair of temple gloves equipped.
Pair of temple boots equipped.
Temple circlet equipped.
Temple cyclas equipped.
Pair of temple gaskins equipped.
Might it be that you have some lag or delay when you use macro? Maybe adding a line of /wait 1 or /wait 2 before and after the "/job on" line can help with that. Not sure what's wrong with your macro. It seems correct.