i simply play the game the way it's intended to be. create a character, give him a storyline and guide him through the story to help the main characters save the world. this game is not about collecting gears and maximizing stats. it's about saving the world.
The best part of Final Fantasy XI is its rich storyline. It separates this game from other MMORPGs. I chose to give my character a storyline that goes along with the game's storyline. I find that this is a more fun way to play the game. Playing the game just to fight in the endgame and collect elite equipment is very boring and is totally missing the main objective of the game, which is to guide your character through the storyline which is to save the world.