I generally just tried to have everyone on a class with a similar affinity level at any given time (the affinity just dictates how quickly they'll level that class, not anything to do with their relative power) so that everybody was levelling more or less evenly. Regardless of what you do, you'll still have some grinding to do at endgame to max out all the classes (if nothing else, because CP gain goes down as you level relative to the enemies you fight and you need the postgame level-down option to keep making reasonable progress), so don't get too bogged down trying to spread the wealth.
That said, with my approach, I found that I was mastering classes at roughly the correct pace to give me an interesting variety of gameplay experiences bouncing between classes, rather than feeling like a slog that I was min-maxing. Your mileage may vary, but I do recommend trying out a variety of classes both for their unlocks and for the fun of it.
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