This is kind of a tough question, but I guess it all depends on what version of the game I'm playing.

If I'm playing the original NES version, then jeez man, I want that thief for when I'm dying in those dungeons and haven't been able to save for the past hour. Being able to escape alive = yes, please.

I haven't been able to find much use for them in the DoS version because it's just too easy, you never should really need to run from a fight.

Then on the subject of mages... They're all cool to me, but really, I DO love white mages, and I wouldn't leave home without one. If you have one, you really have no use for potions, and they can cast other cool stuff as well. Maybe I'm just biased because I love white mages in general, even though they can't attack worth crap. I'm still kind of "eeehh" over red mages, because white mages are better with white magic, and black mages are better with, of course, black magic. Sure, red mage can dally in all of that, but a lot of spells they can't learn until later, if they can at all. I've found that I have been tending to use them more as another attacker than a magic caster.

Edit for comment to Ceej:
Now if the thieves COULD steal, they'd be totally kickass. I wonder why they never thought of that? Thieves stealing stuff? Woah.