Most of the walkthrough guides I've found suggest that your party in Dragon Quest 9 [Nintendo DS] is whatever you feel like. This gives the impression that all starting vocations/classes are balanced.
Since you can change your vocation at will relatively early in the game, a poor choice at the beginning probably won't do you much harm ... but it's no help either. There are two jobs that I would recommend you avoid for your first companions: mage and thief. Reasons for that below the fold:
I'm shocked to even give such advice, but the mage is really under-powered. True, when you get a level 1 mage, she has a nice spell that does more damage than your fighters can with wimpy weapons. Any of the fighters quickly bound past that spell, however, and mages get new spells rarely. On top of that, when a new spell does come along, it's often not even a damage spell. So your mage will be stuck casting the same spell, doing the same damage while your other party members are upping their damage. They do get some spells that affect groups of monsters, but the vast majority of the time you're dealing with groups of 1-2 monsters that just aren't worth it. The wands that restore mage spell points don't give many spell points because the mage can't do much damage with them [ie - 1]. So the real limiting factor in how long my party could go between healing up at the inn was mage spell points.
Thieves are also disappointing because they can't pick locks. Their main attraction is the early-gained ability to try to rob monsters (skill "half-inch") to get more alchemic agents. But once you have built up a major class, you can take 9-11 levels of thief, get that skill, and go plundering to your heart's content (and with about 25% chance of success, even that isn't very spectacular). Thieves don't do a lot of damage, but the assassin's blade you pick up can be very nice with a surprisingly high chance of instantly killing anything other than a boss. Thieves also get a heal spell. (hunh?)
I suppose a mage-thief combo would be half-way decent: neither would do much damage, but when your mage runs out of spell points she could try to plunder.
Priests are very nice: they do shockingly well in damage, their heal spells go far and cost very little, and they have some helpful additional skills.
Martial artists are exceptionally strong, fast fighters. They do a lot of damage and they do it early in the round.
Warriors are less impressive than martial artists because they never pick up speed. They do damage, they take damage (better defense than M.A.'s), but they're just not fast.
That's why changing vocations early on is such a nice perk. You let your warrior spend 9-11 levels as a martial artist to pick up extra speed, your priest spend 9-11 levels as a warrior to get some extra strength, and so on.
You start as a minstrel which is the clear multi-class that does a little of everything, but isn't as good at anything as the original class. I've been pleased enough with it, but you really don't need more than one.
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