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I would do a walkthrough, but its been so long since I defeated the main story I can't remember much. So I'll give you some great tips instead.
You start the game as a Minstrel, which is a good class for the time being as they can use swords and heavy armour, have decent healing spells for the early game, and their Coup de Grace greatly increases their evasion.
When it comes to creating allies, I normally create a Warrior, a Mage, and a Priest. Warriors are good tanks and DPS, Mages have good offensive and buffing magic, and a Priest is a must for healing.
Once you unlock Alltrades Abbey, I change my Minstrel into a second warrior. They have a similar equipment set, including swords, so you don't have to find new equipment, but are much stronger when it comes to attack.
There is no need to go for the bonus six classes until the post-game; once you do reach the post-game, then you should turn both Warriors into Gladiators, though what you do with the others depends. Your Mage could become a Gladiator, Paladin or Sage, while the Priest should stay a Priest (or, if you Mage has not become a Sage, your Priest could).
Until the post-game there is no need for huge grinding in Dragon Quest IX. You'll want to reach Level 5-8 for the Hexagoon, and when you encounter a Metal monster (Metal Slime in the Quarantomb, Metal Medley in the Bad Cave, Liquid Metal Slime in the Bowhole) you will probably want to use them to gain a few levels.
For a lot of the high-end post-game, though, you'll want to be Level 99 for all of your characters. The best way to do this is with Metal King Slimes; ideally using a grotto map where they appear on the first floors (1-4) or a rare map where there is a Metal King Slime only floor. Platinum King Jewels give more EXP but have more HP, only appear in the lower levels (12-16) of high-level grottoes and even then as a rare encounter, and also generally come with much stronger enemies.
Agility designates when you move in a round. Your priest will want high agility to go before a boss for healing; your fighters will want low agility to go after a boss and chain damage. If you have a sage, he will want to go after the boss to Kazing, so that the priest can heal next round before the boss.
(This applies mainly for the post-game) Attack and Defence aren't the only things to consider with gear choices.
For weapon choices, the Uber Falcon Blade is the best sword to use, as its double hits outweigh its lower attack. The Stardust line of swords are also good; they have the highest attack in the game and a chance of Sapping an enemy when they are hit. Mages, Sages and Priests should consider the Magical Might/Mending boosts and MP Absorption on their staffs, as attack is not that important.
For armour choices, you should also consider elemental resistances and evasion. Unfortunately, in-game you are not told much about the elemental resistances on a piece of armour, so you will probably have to use the internet for that. However, elemental resistances have a fixed percentage, whereas it takes 4DEF to reduce damage taken by 1. For example, Victorious Armour has 100 Defence and protects against Fire and Ice; Metal King Armour has 77 Defence and protects againsts all elements. So in the post-game, the defence in negligible, and the extra elemental resistance is probably going to much more helpful.
Shields generally have higher defence and evasion, rather than one over the other, but there are still elemental properties to consider. Shoes on the other hand do defence or evasion, and evasion is much more worth it. The Tricksie Boots, therefore, are the best, but there are other options; Metal King Shoes have a good evasion rate and a decent Defence Boost; while the Sensible Sandals line of shoes have good evasion and boost MP and Magical Mending, perfect for a Priest.
Accessories can be used for blocking status ailments; other good accessories to use are the Lucky Pendant (boosts evasion) or certain revocation rewards, which have good bonuses - the Combat Action Medal boosts Coup de Grace chance, and the Mercury Prize increases agility by 120.