I started in Limsa Lominsa
Head to Ul'dah:)
I got all my combat jobs to lv6, got my gathering jobs a few levels (5-8), and dabbled in blacksmithing and carpentry.
Is there some main quest I should be following or do I just grind my way through the levels on random mobs?
Quests will start around Rank 10. You should find your level quest out of Limsa, and your class quest (depends on the class as to where it will be). There are also several quests that start poping up in town (You will see !s on your map if you can start a quest with someone, and it will appear above their head).
The quests are spread out from 10 to 45 level wise, so, every 10 levels you may want to go through town and see if there are new quests you can flag. Quests in 14 do give EXP as well, which is very nice, the higher level the quest the more exp it gives (but you will be penalized if you complete a quest with a class that doesn't qualify for the quest (e.g. complete a kill quests that is level 10 with your level 10 combat job, or say level 25 blacksmith).
When should I upgrade from the "weathered" lv1 weapons and starter armor? Should I upgrade as soon as I can or wait until I hit lv8 or lv10 to upgrade to those versions?
Weather gear starts to suck around 10 from what I remember... I upgraded my equiptment every 10 levels.
Is it possible to level up all the crafting jobs at once or is it better to focus on a few and move from there? Which would you suggest I focus on for a lancer? I've purchased all the different tools for the different DoH jobs. Which is the most useful and/or makes the most money?
Up to about level 20-30 you can keep pace with all crafts, but then the exp different becomes pretty significant and you are spending more time crafting than anything else in the game. Around 20-30 I would recommend focusing on 1-2 crafts. For Lancer, you want Blacksmith, Armorer, and/or Leather.
I also haven't figured out how to access the AH/Marketplace Retainer system, I can open my own and manage it through the bell but how do I buy from other people?
The Market wards are located next to the crystals in Town, however, to get a selection of items, you do need to go to Ul'dah. Fortunately or unfortunately, that has become the place where people go to find anything.
Outside of grinding and crafting weapons for myself I'm a bit lost on where to go from here, any help would be appreciated.
In Ul'dah, you should be able to find a good Linkshell. If you can find more people who are lower level, and/or just starting, you will want to go to Shposhae (it's located just outside of Limssa) once you get to 15+. You can get some decent items, and exp. Also, at 25 you can do the level 25 Raid. However, most people want to take you through w/ 1+ level 50 just to raid it for gear... However, some people will go through there for exp. Either way is good, but when you are getting started, just to go through for xp is probably the best.
Also, once you get to ~25/30 you can start collecting NM gear, and replace your crafted gear with that. The best places before 20 are by the Aetherite crystals that match with the level of leves they offer. After 20, going to to Coearthas is really nice (Camp Glory), and you can spend quite a bit of time leveling out there (each area has mobs from 1-99 except for Mor dohna and Coearthas, which are 20-99).
As for the spike spells, Not in the way that you think. Lancer has something like HP spikes, and Thm has MP spikes, but it only lasts for 30 seconds.