Well it's upto you what you want as your job, it's all about opinion and what you feel comfortable playing. You should play around with what classes may interest you in the game.

If you're thinking about being a warrior, be that. Theif as a support job is a good choice too, I wouldn't go black mage support for a warrior though.

Good things that go with later jobs are dragoon / theif, theif / ninja, samurai / ninja and palidan / warrior. Just try swapping things around to get a good feel of them, then you decide, for after all it IS your character and not ours.