blue mage is really unnecessary. I tend to go heavy on the physical fighters in this game and have one character alternate learning black and white magic. Don't bother with the Red Mage for now. Knight is obviously good, but also Mystic Knight and Samurai are very powerful, and Thief is worth developing. Other jobs like Dancer, Bard, and trainer (mediator) are also interesting and actually capable of a meaningful contribution. Berserker and Geomancer are pretty pointless most of the time.

I would concentrate on each character learning a unique set of 2-4 jobs through the first half of the game or more. This will make you versatile, and once you get to the later stages you can spend time learning more jobs and mastering.