There are reasons why people are a bit picky, becuase the subjob's power shows at higher lvls, and the one you choose dramatically influences the party.

A THF would be best with either a WAR or NIN sub.

-WAR: The basic sub, you earn Provoke, Beserk, Doube Attack, and a nice HP boost. Its pretty good combination that helps you out resonably, your attks will be stronger in the long run when you use WS.

-NIN: The AGI sub, this gives you more power on Trick Attk, the money spent for NIN however will be enormous so careful when taking this route. The AGI is what gives Trick a boost, and hence will enhance your output power. Utseumi will help with pulling a monster.

-MNK: No real use...Focus and Dodge are nice tho Dodge isnt useful, Boost isnt enough to warrent use. Not that useful.