This is a hard one. I love the job system in general, and, while I don't love every job, there are tons I enjoy. So I'll have to think about this a bit and get back to you guys on it.

Blue Mages are awesome just from the fact that they get fun and unique spells.

Thief is a class I actually despise in most FF games. When you get just one Thief in the game, I find myself practically forced to have the Thief in my party so that I can steal all the awesome stuff from bosses or the enemies with good equipment availible. Or, if the job system is used, I usually find myself running with Thief alternate abilities, again because it is way too useful to pass up. The game I appreciated it the most in was VII, because you had enough Materia slots to include Steal without really putting a dent in your availible moves.

Dragoon/Dragon Knight (I can't ever figure out the difference) is my favorite. To put it simply, they typically have a good balance of stats and skills that can make them strong, well-rounded characters to use. Jumping is fun, of course. I think the class was best executed in FFIX with Freya. She has a ton of useful abilities, and plus she's just a great character. The worst entries for the class were FFVII and FFX, in which Cid and Kimahri bland it up with basic spears and jumping abilities. Pointless.
FFT was way, way more cruel to the Dragon Knight than either VII or X.