Depends on the platform you're playing on. Original DS? It's worth getting because the Job Weapons can easily be locked due to the Wi-Fi service being gone. Any other version? Not terribly important unless you like Dragoons. Though having a high Job Lv. for Thief does increase the chances of stealing Phoenix Downs which are not sold in shops and the DS version is still hard enough to make this ideal, so it's worth leveling the class to it's maximum strength. Frankly, all the classes benefit pretty well from higher Job Levels, simply because it does affect their Offense/Defense. Even in the original, it's worth staying in a class for a while to build proficiency.