Main story quests > Dungeons (repeatable) > Hunting log > Side quests > Guildhests > Levequests > Exploration (Level 27, I was getting 6k exp for each map I fully unlocked)

As a side note, if you forget where you are on the main story, open your Journal, select completed > Main Story. Scroll down to your last quest, the last paragraph will usually tell you where you need to be next. i.e. You've talked to Minfilia and she has bade you return to the Waking Sands at your nearest convenience.