Whatever the law is, make sure Marche follows it. Its not a big deal for other characters to be sent to prison, but if Marche is sent, it's an automatic game over so be careful cause the game likes to make sure the more offensive law (that is an automatic red card for law breakers) tends to screw Marche.

Definetly play with all the races but here is some advice:

Humes and Viera are pretty broken, their jobs and skill combos pretty much allow them to be the most dominating forces of all the races.

Bangaa are the physically strongest race, but also incredibly slow... If you plan on using one, I highly recommend starting them as a White Monk and leveling in that class for awhile because it gives them the best speed stat growth and makes them useable in actual battles.

Nu Muo are the magically strongest race, but are also incredibly slow so you may need to level them as the Morpher class for awhile until their speed gets up to par.

Moogles are just fun :mog:

Be very careful about the mission items. Many of the items are needed to access other missions and some items (like Black Thread) can only be obtained a limited amount of times so if you need to clear out your inventory of mission items, you may need to consult a guide to see which ones you should hold onto.

The Thief class is your best friend. Since abilities are learned based on equipment a la FFIX, a thief who can get you more equipment is super useful.

Fight the random clans. They are like random encounters but since trying to do link battles on this game was a pain in the ass back when the GBA was actually popular, these random battles are the only real means you have of getting the Mythril gear, which are needed to learn the Limit Break style Combo skills for your classes.