Well, the fewer Thieves the better (the better for me) but...
Thf/Nin is great. The extra gil and drops will help pay for any other jobs you want to level. Evasion is second best Thief combat skill and is still an A or A- (forgot which). Parry, which is a b*tch to level, is your best skill. Combine those two with Ninja Shadows and damn you are hard to even land a hit on. Plus, you can Parry through shadows which will save the Shadow for another hit.
Thief's best weapon is X-Bow. We get a C+. But with it capped, some extra agility (which is good for a Thief anyway), and some RACC food and/or equipment, we hit fairly consistently. Now, we get ripped off on damage bolts. There are none we can use that are higher than level 25. But our bolts are all status. Blind, to make us even harder to hit. Acid, to make the Mob go down faster. Bloody, to damage the Mob as well as get back health. And Sleep, to buy you extra time to cast shadows. Avoid the Poison Bolts unless you are positive you will not need to Sleep Bolt the Mob.
On soloing, once you hit 25, if things get overwhelming, you can run-away (Flee) and live to fight another day. Thieves get Mob-Dar, where the Mobs show up as orange dots on radar. Not all jobs get this. Quite useful for knowing when you have to be more alert or when pulling Mobs back to camp you can weave your way in and around the orange dots.
TH1 at 15 for extra chance at drops and TH2 at 45 (48?, I forget, been a while) for lots of drops. Gilfinder early in career sees a boost in the amount of gil dropped by Mobs.
Thieves can pick locks. I did not do one Coffer Key party for Thief. I went on plenty of others to help those who needed keys but I just picked my AF Coffers.
Not going into SATA, which you have at level 30, but needless to say, gives you a lot of power to help party control hate.
Thief is a great main to sub with:
Ninja - Evasive, Nimble, Elusive, Dextrous. Mob puller and NM Soloer. IMO, this is the best and most fun way to go. Plus, this is also the most used Main/Sub for Thief in parties.
Ranger - Hunt those NM's with Wide-Scan and increase your Range Hit Rate and Damage
Warrior - Damage Dealer who at higher levels has both Dancing Edge and Vorpal Blade. A quick pull for NM's with Provoke.
On the flip-side, this is probably one of the most frustrating jobs to solo to 15, when you get Sneak Attack. For the NewB, just be aware of this if you choose as your first job. I would actually recommend not using Thief as a main until you get sub-job and can use Warrior as a Sub. Level Warrior to at least 15. Then take Thief to 30 and get Ninja sub-job.