As a PLD, I just mark them as the situation dictates, and aggro things as the situation dictates.
Basically I have the "square" mark on my hotbars, and throw that on either the mob I am going to spend most of my time attacking, or the current priority target. I personally find it faster than the 1-2-3-4 order marking.
That said, if the marked target just died, you marked your next target, but the 3rd target is going down much faster... well that means there's more dps beating on the unmarked mob than the marked one, so switch to it and give it a full hate combo, then an aoe, and back to your marked target. Kind of alternate on both so your aggro remains relatively stable.

As a dps, namely BLM, I have a macro to automatically target my tank's target. However due to tanks often switching targets midfight, or switching off after the pull for various reasons, the assist-macro method is not always ideal. So as a dps, having a mark that says "hit this first, or hit this more than other things" does help.