1: Find (or materialize) Orbs of Learning (I believe that's what they're called). Equip them on the characters you want to level up (Emerald Orbs level up CP, so I recommend these). They don't stack, so one is sufficient.

2: A great way of getting levels early on is in the village of Camille. Once Kashell joins, return to the town where you found him, and visit the doorway that was sealed. Inside is a dungeon riddled with fairly easy enemies that give lots of experience. Be sure to have at least one Dragon Slayer, though, as there are several undead dragons in here (they give a LOT of experience, though). Going to Camille only takes one period, so you can grind your weaker characters very quickly here. If you need a Dragon Slayer, visit Arngrim's house in Artolia. Remember to ONLY equip these when you're about to fight the dragons, as they can and will break if used too much. This method is only available in Normal and Hard modes.

3: Fight every single enemy you see. This is usually the only way you can really level up. Repeat dungeons if necessary, preferably linear ones.

4: In Jotenheim, there is a Mithril Golem that will give you loads of experience. It respawns once you leave the room, and the exit is right next to the Golem. Kill it, leave the room, go back, repeat.