I can't say much about the Thief, first time I completed the game I used White mage, Red mage, Warrior and Monk. Now I'm playing it over again with a White mage, Black mage, Warrior... and yes a Thief... I'm at the earth Cave and I haven't found anything good with him yet so I take that what everyone had said about this class is correct, will see if he gets any better as a Ninja with some black magics.
Edit: Thief sucks but Ninja owns