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A lot of the stages really annoyed me, but I liked the story one in Chapter 2 where Orlan was a guest unit (Galaxy Stop>you ;)), the name of which eludes me at the moment. The Slums of Dorter in Chapter 1 was challenging too, if only for the fact it was the first battle faced against enemy Wizards (Black Mages) and Archers, who if left unchecked went straight for the highest ground in the battlefield and would then proceed to nuke and snipe your party from afar. It was good training for dealing with their ilk in later (even harder) battles.

As for Job class, Priest (sorry White Mage! :p), is naturally my favourite Job, although I usually mixed and matched Jobs with other Jobs' abilities (Chemist with Float and White Magic, White Mage with Throw Item and Equip Gun, and most sword classes with 2 Swords and used the old weapon dupe trick to make enough Excaliburs, Chaos Blades, Save the Queens and Ragnaroks to equip every unit in my party twice over. :p)

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Ninjas because they are awesome, but also dragoons because they are powerful like Knights but have 2 attack spaces and better movement range. I usually don't bother with the jump command though, oddly enough.

I also like putting equip shields on the weaker classes like wizard and priest. It can be a real boon to keep them alive. I don't like having that empty hand.

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Yeah Corey, Lancers (Dragoon in the PSP version) are virtually essential to getting past the 3rd part of the Weigraf battle - Jump is virtually the only reliable way of dealing with the bastard. Plus their armour looks cool, and their lances can attack across two squares not one.

But Ninja, well, it's all about Two-Swords. Sunken State and Abandon are pretty useful too, but having Two-Swords just makes any damage-dealing Job (especially sword-wielding unique characters with their own special Jobs, like Cid) so much stronger it's almost criminal. Orlandu with Two Swords, Excalibur in one hand and Chaos Blade in the other = very dead enemies, very quickly. :p

I actually beat Wiegraf as a white mage once.