I've seen a couple of people ask about Jobs and which ones are best, so I thought I'd do a brief primer on the jobs system.
1) Jobs unlock active and passive abilities while equipped, with new abilities unlocking as you level them. They also lock you into a specific subset of equipment options. Once you swap jobs, you can retain your old job's abilities by equipping the old job's passives. This is how you get really strong: just in the first set of jobs, having a monk (who attacks twice, but can only use weak equipment) who can wield greatswords (say, from having been a Knight for a while) gives you an incredibly lethal character.
2) You get jobs each time you clear a crystal, and newer jobs are generally better. There's a list of all jobs and what they're like in the starting town's inn's second floor.
3) A great starting option is Knight/Monk/W. Mage/Thief. Once you've leveled these jobs a little, shuffle them up so that your monk and knight swap roles and your thief and w. mage do the same. This will give you a lethal dps (knight1/monk2, as mentioned above), a strong tank with some debuffs (monk1/knight2), a fast healer (w.mage1/thief2) and a secondary white mage who can also steal from bosses and apply some debuffs.
4) If you want to try out some of the job combos without wasting too much time, the Weak Enemy item from the inn in the starting town (code for the chest is 1192) can give you a lot of job xp very fast, allowing you to play with options and then reverting to an older save if you want to play "legitimately".
Hope that helps!