I'm guessing that M.Knight translates into Dark Knight is the DS version.

In the DS version I actually didn't find the fighter all the useful. Though truth be told I found three red mages and a white mage the best party until the second crystal.

I always have a Dragoon, they are one of the better classes but I don't know if I would call them a must have. I just love Dragoons.

If you plan on using one I would advise keeping a thief in your party right from the get go. There is an optional boss (Odin) that is accessible 2/3 of the way through the game which has the best lance in the game as a stealable item. Only catch is you need a thief of job level 79 to steal it. So you have a choice of playing regularly and grinding out all the job levels before you fight him, or keeping a thief in your party for the entire game.

It isn't as bad as you think though, because you keep one character as one class the whole way the job level will be really high compared to other better jobs. So your lv50 Thief can often out damage your lv15 Dark Knight.