I just went from 20-37 in a semi-static party that had both War/Nin and War/Thf.. and most people have seen pictures of how successful it was =)
Anyway, the subjob to use for a warrior depends on the make up of your party. In our case, we had Jwb as a blink tank with War/Nin and Brock was a damage dealer with War/Thf.
With War/Nin (past level 24) of course you get Utsusemi, but you can also dual-wield axes. Our other blink tank in the party (a Nin/War) had a very difficult time pulling hate from 2 axes. It deals a ton of damage over time, and at high levels (60+) I hear this is the subjob of choice, regardless of whether or not the Warrior uses Utsusemi, because 2 axes just kick that much ***.
With War/Thf (past level 30) you can use sneak attack + Sturmwind. Brock regularly closed Fragmenation with an average of at least 250 points of damage plus whatever amount Fragmentation itself did. I wouldn't recommend this combo if the Warrior did not use a great axe.
However, before level 30, Brock used Mnk as a subjob instead of Thf. He would back-up provoke while Jwb re-casted Utsusemi. Countering attacks with a great axe can be a huge turn-around in damage. Instead of the mob hitting Brock for say.. 40 points of damage, Brock would counter the attack for 50. 90 point swing right there. In my opinion, War/Mnk is obsolete by level 30, as a Thf subjob will create more damage, and Warriors are generally not tanking past that point.
Up until level 50/60 or so, and/or when level 3 skillchains become an issue, I highly recommend a War/Nin + War/Thf + blink tank - trio.
I'll try to sum all of this up -
1)War/Mnk is good for tanking, especially with a great axe until level 30, when I'd recommend switching to War/Thf. Sneak Attack + Sturmwind is just that awesome.
2)War/Nin is good past level 20, and especially good past level 24 when you get Utsusemi. You can blink tank pretty effectively, but you will want a back-up provoker, preferrably another blink tank.
3)If you want the most damage until level 50/60ish when 1-handed axe gets really nice weapon skills and dual wield II comes into play, go with War/Thf. Brock would hit for around 50 with his great axe and Jwb would hit for around 30 with each axe (60 per turn), with relatively equal delay.. so the damage over time would go in Jwb's favor. However, Brock would easily outshine Jwb's damage when he would use sneak attack + Sturmind. We parsed our results, and it was indeed Sturmind that allowed him to pull ahead of Jwb in the damage category.
Geez.. that's a lot of typing. Hope I didn't miss anything.. and I hope everything is clear enough.
Warriors are such under-rated damage dealers. They are one of my favorite jobs.