Simply put, for DoW / DoM classes in FFXIV, you do not want to solo. Past rank 25, you will be making a fraction of the SP a group will make, and a rank that takes four hours in a group will take you literally three days solo. See the solo leveling guide 1-35, it states that outright, almost word for word.
Now, I would say get Second Wind (4 Pugilist), then level Gladiator, or pugilist.
Gladiators mitigate damage better than pugilists
Pugilist do more damage than gladiators
Marauders are kind of bad right now, being confused between DPS and tanking, but being mediocre at both
Lancers and Archers take a **** ton, and I mean a **** ton of damage.
Or you can level a healing class. If you do so, I recommend getting thaumaturge to 20 before you start conjurer for Punishing Barbs, Firm Conviction, and Siphon MP. You will not really need Siphon MP, due to tranquility and exaltation, but it is always handy. Personally out of the two, I like conjurer more, but since it is purely because of positional AoE and whatnot, the two will be almost exactly the same. If you want to use a Thaumaturge, get Conjurer to 16 for Protect and Shell. They will help out a lot.
But who says you need to level a DoM / DoW class? I think a Disciple of the Land would be perfect for a soloer. It literally is the best solo job in the game, excelling in selling materials to Disciples of the Hand to creates weapons and armors and whatnot. :).