Being as it's your first job, the most viable subs are MNK and WAR. You will probably run into a lot of people expecting you to be THF/NIN, especially after 30.

If you have the patience, it's worth taking DRG and RNG to 15 to future subjobs. As lionx mentioned, these are great between 20 and 30. /DRG is a little better for 2h weapon wielders than /RNG, but they are both excellent, though most people just /WAR on any melee job.