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Depends if you want the maximum you can have in both Serah's and Noel's stats that matter (magic and strength respectively). If you're planning on getting the tougher DLC battles (such as Typhon&Ultros, Gilgamesh, Snow, and Valfodr) then properly lvling up roles on the crystarium will make them much easier. If you're just going to be playing the main game then it doesn't matter too much.
If you care to have maximum magic on Serah and strength on Noel (which is the agreed upon optimized stat to focus on for both of them) then check out the Crystarium FAQ in the section just 9 buttons to the left of the message board ;) There are good points for doing the opposite as well (strength for Serah, magic for Noel) if you desire to go down that path.
Here are the rules of thumb to follow to level effectively/optimally: 1) For Noel, always get strength bonuses on large nodes (with COM or SAB) 2) For Serah, always get magic bonuses on large nodes (with RAV, SAB or SYN) 3) How you choose to level on small nodes does not matter. Each role has set stat gains. The only way to alter your stats outside of those set gains is through bonuses from the large nodes. 4) Prioritize going after the abilities you want. Just make sure you get the large-node bonuses you want while doing so. Progress through important roles like MED on small nodes.
No need to use the guide/FAQ if you follow those rules.
Ok thanks. So it's recommended that I Max out their main roles first right?
Sort of. When there are no abilities left in a certain role though, prioritize leveling other roles for abilities you need before maxing the main role. For example, Noel learns his last COM ability at 60, and the only thing you'll gain in COM after that point is stats. You should always be spending points toward the next useful ability, while pumping the attack stat of each character on large nodes.
Sure. If you want optimized builds (max attack), just make sure you get the maximum number of strength and magic bonuses possible.
That means never raise COM (for Noel) or RAV (for Serah) on a small node. It also means you need to get the maximum number of large node +attack bonuses from SAB and SYN. Read through the first part of the FAQ for more detail on that.
Honestly the system is very simple, you'll understand it as soon as you start using it. And if you make a "mistake", you'll only cost yourself a couple of points of magic or strength, which is completely negligible and not worth worrying about at all.