The saving gear sets thing is super important. You basically get a little window where you can save a gear set for every class, or multiples for a single class if you want (and I'm sure end game will have raid sets, etc). It works very well.
My only issues with it are if you get rid of an item in your gear set, it won't load. So you have to go and re-equip everything. The other issue is that it sucks for inventory management. I wish they had an option for the items to have a locked inventory slot. I tried organizing my gear sets by level and job type, but as soon as you swap between 3 or 4 classes, your shit is all over the place again (since it swaps out your equipped item for the saved one).
This is the primary reason I feel like leveling all my classes at the same time. That way I don't need to keep a lvl 1 set for DoW, level 1 set for DoM, level 5 set for DoW, level 5 set for DoW, a few sets for crafting and gathering, etc. If all my classes are level 20, I can just get rid of the low level shit.