Thanks again for the info, I don't have anything above level 11 yet and haven't been in a single party so I haven't really experienced the whole "everyone can be everything" mechanic to it's fullest yet.
It's just difficult to wrap my brain around that kind of mentality after coming from FFXI, WoW and just recently Rift (which is awesome BTW) which all have quite obvious roles for specific classes and specs.
I guess I just have to put more time in and see it all myself.
At what level is it most lucrative (leveling wise) to start grouping up?
At this point in ranking I would start doing Behests if I were you. Behests happen every hour (1pm, 2pm, etc.) at each designated camp. Now since most classes you have are 10, you'll want to go to the rank 10 camps (Camp Drybone if you're in Ul'Dah) and do those while grinding away on the helpless critters of Eorzea. This can give you a small feel for what parties are like, even though at this low level you're gonna come across people doing some really dumb things, but that's to be expected with people learning a new game.
And I understand what you mean (though not a fan of WoW/Rift-type games, gave Rift a shot, pvp was good, and the open-world rifts were cool, but too cut & paste for me). FF14 -will- eventually be at that point as well. You have to keep in mind that jumping in the game now, a lot of mechanics and styles are going to change in the coming months, so as of now it's kinda weird "just wing-it" type groups, I can foresee once battle changes are implemented and mechanics are fixed, people will find their roles and how to utilize them.
As far as ranking goes, from 1 - 25/26ish I would do your daily leves, and your behests every hour at camp. Apart from that, that is all you have and it will mostly be solo.
30+ you start seeing more formations of leve groups, the rank 30 behests are usually pretty busy as well. At about 40+ you will have your leves, and Raptor grinding parties to look forward too. Provided the changes don't come before you reach that point. Just keep an open eye on the lodestone for their patch changes.