I level them all equally, it's no trouble to me. I have all six of my characters at level 44 right now, and the license board is basically complete for everybody. By complete I mean everybody has all the Augments, Magicks, Technicks, and Quickenings. I have everyone on a different style weapon for the most part. The best part of leveling everyone is that you can pull off a chain of level-three Quickenings with your three party members, and then rinse/repeat with the other three.

It would feel weird to level only three party members now. I like to have an uber all around team.