I'm all about the Lancers... Not only will their jump skill come in handy when you can surround an enemy to keep him from moving, but they got decent speed, movement, and their physical attacks hurt... Alot. Their ability to equip armor is simply prime. I prefer a Lancer as so:

Weapon: Spear-class Weapon or Knight Sword (Equip Sword)
Shield: Decent Shield (If not using 2 Sword/2 Hand)
Head: Decent Helm
Armor: Decent Armor
Accessory: Battle-Boots, (Anything that ups Movement, Jump, Speed, or Status Ailments)

Skills
Primary: Jump
Secondary: Item (This is a must.)
Reaction: Hamedo
Support: Equip Sword, 2 Sword, or Gained JP Up
Movement: Ignore Height or Any Ground

I'm not too great with finding or stealing unique and powerful weaponry or armor, so I like to make characters with high HP, Defense, and decent speed who are capable of healing themselves and others with potions and such, (I personally hate magic...), and can take some damage while dishing out just as much. 4 Lancers can often do the job of 5-6 regular characters if used correctly. Knights and Ninjas are pretty good too, along with a Thief with Equip Armor...