At 1st job, max the 10-point skill "Max MP increase" ASAP When you're done with that, you can max anything in whatever order, depending on your funding. If you're poor, MP recovery should come after a few points in claw. If you're rich, you can go ahead and max claw before recovery. MG usually comes last, but make sure it's max.
For 2nd job, max lightning first will give you fast training, and the costs of it isn't too bad. Of course, put your first point at level 30 into teleport.