When should I consider leveling a new Job?

I managed to hit Level 30 on my THF earlier today. Meaning I can now unlock some Advanced Jobs, if I want. And while I've had my eye on some of these jobs like Ranger and Corsair, I'm not sure if I should bother grabbing these and leveling them straight away.

I'm a new player, so I don't know if it'd be impractical and/or ineffectient to stop where I'm at in the main story to level another job to 30 right now. In other words, I'd like to know if I should change to the job I want now or focus on leveling my THF until later in the game.

And I realize that there probably isn't a definitive answer for this question. But I'd still like some input regardless.