All I can offer is simple advice based on my meleeing and maging adventures. If you choose a melee class and you see the monster going for a mage Provoke if you can, you'll learn early on that a mage is not designed for physical combat in any way, woe betide you if you're in a pt that allows the whm to take hits per battle, it does happen, but the keynote for your blm or whm is try to keep them safe, and if your mage whips out their staff/wand and starts to hit the monster SCREAM AT THEM TO STOP AND GET THE FECK AWAY FROM THE MONSTER AND GET BACK TO CASTING, a mage will do pitiful damage with their weapon, it's what melee classes were designed for and by doing this they're bringing down the pt security as they're now in range for Area Of Effect attacks which will drain the white mages ability to keep others alive.

Ideally you'd want a tank class, a white mage, and damage dealers in the pt, while in the dunes you'll notice that there is a shortage of whms, if you do choose to be a whm, prepare for multiple blind invites for people wanting you, accept them or not, I went to the dunes with my 12 whm after leveling my 3rd job to 35 so I was used to waiting in jeuno for party messages before accepting so I was more selective in my dunes pt acceptance, didn't save me from idiots though.

You'll develop your own playing style in the game and your own acceptances from experience, all I can say is beware of idiotic subs like bleys has mentioned. if you ever see something like a war/whm or pld/whm join your pt, and they do not change their subjob then run away, war/whm sounds fantastic, a warrior who can heal himself, he'll have maybe enough mp to heal himself twice, or what about a whm/war a whm who can attack monsters and keep himself alive! no, 3 hits dead from his pitiful whm defense.

From my experience:

The job combos I have left pts from seeing:

war/whm
pld/whm
drk/pld
thf/whm
rdm/war - this one I had to think about for a while, but as I seen it a rdm needs all the mp he/she can get, voke wouldbe nice but slow/paralyse/bind/blind/gravity is as well.