From 1 - 10, I would say quest - fo sho.
Many of the quests will have you grind a bit; so you'll familiarize yourself with your abilities.
There are so many quests and many of them don't take very long to complete at all. Plus the rewards will help you stay adequately equipped (for the most part).
~for the night is dark and full of terrors~
Valar Morghulis of Goblin
Finrod of Sylph (RETIRED)
WAR 37 / THF 37 / DNC 37 / SAM 20 / WHM 20 / BLM 15