Quote Originally Posted by Master Quan
You have to get him/her anyway.

So I'd wait until later so s/he'll be a higher level when you recieve her/him.
I was under the impression that characters that you pick up along the way are at the same level as the rest of your team. For example, everyone was at Level 15 when I entered Lindblum and when I picked up Freya, she was at Level 15.