Well, I spent 3-4 hours leveling in the Lhusu (or whatever) mines, and now (not to brag) but I'm WAY ahead of the game. Basically, I got a bunch of 140+ chains fighting the skeleton things, by running back 2 maps (while fleeing so I didn't attack anyone else), and then came back everytime they stopped coming. Once I got 99 Bone Frags, I went and sold them. Then, I bought everything any shop had to offer (except potions and the like). This also gave me a buttload of license points... Here's how I've set my characters out so far:

Vaan - Pretty much everything, as he sometimes has to be without a party at all. Mainly sword/sheild, and white magic, and a quickening (still not quite sure how to use those)

Penelope - Poles so far, I still need to work on her

Ashe - right now I have her with daggers and a lot of magic, but I think I'll switch her over to sword/sheild

Balthier - His guns sucked, so I have him a lance, and he kicks butt with it

Flan - every magic I have (and I've bought every magic I could find), and then a bow

Basche - Kept him with swords and basic white magic

Still experimenting with different stuff though.