Yeah it is worth saving quite often as you never know what is around the corner. Those hunt monsters can be a real pain as they might be in a lowbie area, but they will be smacking you around!
The problem I have got at the mo is trying to work out what I want to licence!!! Everything is so useful.
Currently have two teams setup with the following :-
Team 1
Basch - Modelling on a dark knight, currently with 1 Hand Sword and Shield, want to move to 2H Sword.
Fran - Making into a Red Mage, with bow.
Penelo - Making into a predominantly black mage.
Team 2
Vaan - a mage/thief.
Balthier - Making into a Dragoon (not that happy there is no Jump Technick in this game

).
Ashe - Making into a White Mage.
The nice thing I find about this setup is that I can play as a mage with Team 1, as to black mage you need to constantly change your tactics, I don't think you could ever set up the gambits to have that many options.
As Team 2 I get to play Melee as I love smacking things with a spear!
I think I have got way too much into this game!!! Loving it tho, it is like a smoother offline FFXI. My only real grumble, is that I wish the armours would display differently, I want my dark knight to look like a dark knight!
Two teams also means you can swap things around with bosses. It is good I think to spend longer and keep all your chars up to date, as it makes it easier, and I think this game is actually pretty tough for FF. I been killed numerous times and come close a lot!