I usually start off with Knight, White Mage, Black Mage, and Thief. Blue Mages are probably better than Thieves, but I don't really like to use blue magic...
I don't think it really matters much, though. The initial jobs really aren't very good. The only abilities that you'll probably want to use later are the White Mage's, and perhaps the Black/Blue Mage's. You also get more jobs relatively quickly, so you won't have to use the initial jobs for very long.
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