I posted this in another thread in response to one individual's question about what damage-dealing job he should pursue, and I thought I'd put it up here in it's own thread just to inform everyone else, if they're interested.
I'm discounting Ranger and Black Mage. They're damage-dealers, yes, but not melee.
THIEF: Ninja makes an excellent sub for Thief, in general, and offers high mobility, useful debuffs, and dual-wield. Warrior is also a good sub choice, and is capable of slightly higher damage. This isn't so much an in-your-face damage-dealer, but operates in a more subtle fashion. Heavy damage comes from Sneak Attack, but the most well-regarded thing about Thief is Trick Attack, used for controlling Enmity(ie. who the monster is attacking). Play this if you favor brains over brawn, but still like occasional big numbers. Use a dagger as a weapon, pair it with a sword if you use /NIN.
WARRIOR: Though WAR/NIN and, to the wise, WAR/MNK are considered to be excellent tanks, WAR/THF and WAR/NIN are spectacular damage-dealers. Warrior is perhaps the most versatile of the 'fighter' jobs, and is on par with Dragoon for being able to use a huge variety of subs yet still function practically. As a damage-dealer, you can easily match (though rarely exceed) more specialized offensive jobs such as Dark Knight. Pick this one if you like to keep your options open, and don't mind spending extra time (and gil) having different subs leveled, and different accessories ready to equip, to make the most of your versatility. Though a Warrior is good with most every weapon in the game, wield a greataxe or a one-handed axe (Dual-wield these, with /NIN) for maximum efficiency.
MONK: There is nothing all that subtle about what a Monk can do. They have a pair of fists, and they use their fists to pound the opposition into oblivion. At high levels, they are perhaps the single most outright damaging of all melee jobs, if played and equipped correctly. /WAR makes an excellent sub, and also takes advantage of a Monk's naturally high Vitality to serve as a backup tank. /THF also works past level 30, for the use of Sneak Attack. Pick Monk if you don't care about subtleties, only pounding the living crap out of anything that stands in your way. Obviously, equip yourself with hand-to-hand weapons.
DARK KNIGHT: Dark Knight is generally regarded as the epitome of the offensive fighter in this game, though that doesn't necessarily make it the be-all, end-all of damage-dealing. An ability to use black magic, as well as a series of absolutely incredible "Absorb" spells, gives them a bit more depth than one would think. Their biggest weakness is a general lack of accuracy--though they deal huge damage with each hit, getting them to connect is another story entirely. A lot of gil most go towards accessories that improve this trait. Dark Knight works best with a Warrior or Thief sub, though a Tarutaru can take advantage of their natural MP to make a Black Mage sub fuction well. Play this if you like seeing big numbers on each hit, and like the idea of backing up your weapon-play with arcane trickery. For best effect, wield a Scythe or a Greatsword, but keep both weapons readily available to take advantage of a DRK's natural skill in them.
DRAGOON: Dragoon gets a bad rap because, as a damage-dealer, they appear to be outmatched by the other jobs. This, however, is the result of general lack of attention payed to the accuracy with which they strike, and the extra damage dealt by their Wyvern companions.* Dragoon is as excellent a damage-dealer as any, particularly with a /WAR sub, though given the unique nature of their Wyvern, they can use many other jobs to give a slightly different twist on what they do. Dragoon should be regarded as less of a 'muscle' fighter, and more of a 'finesse' fighter, much like Thief. They, too, have abilities that work towards Enmity control. Play a Dragoon if you enjoy a fighting job with a unique flavor and style, and prefer finesse to brute force. Obviously, keep a polearm in your hands at all times.
SAMURAI: Another job with a unique flavor, Samurai has the distinction in that they gain TP (Tactical Points) at a rapidly faster rate than any other job. This, combined with their own unique weapon, the Great Katana, gives them utter dominance over the art of skillchaining--the sequential use of Weapon Skills to create various element-based effects that deal extra damage. Samurai isn't about the big numbers, though it does deal a fair amount of straight damage in it's own right, it is about tactics and strategy, knowing what Weapon Skill to use, when, and with whom. A party with a Samurai in it, along with a few other fighters, will generally have a much higher damage output than others, due to his being able to Skillchain with multiple companions in rapid succession. /WAR makes a great support for this job, though /THF and /RNG also provide certain benefits not to be scoffed at. Play Samurai if you're a complete sucker for strategy, tactics, and timing--and you don't mind memorizing exhaustive Skillchain charts, and the elemental weaknesses of different enemies. The results of your well-planned battles will become readily apparent.
BEASTMASTER: Beastmaster is the odd man out. Though capable of fair damage with an axe in hand, it's main abilities lie in the taming of monsters and using them in solo battles, along with a White Mage sub, for the ability to heal themselves. Beastmaster can be partied with, and can be surprisingly useful, particularly in areas with large amounts of linking or aggressive monsters. However, since I do not have much of any experience at all with the job, there are very few details I can offer. I would suggest playing it if you like to fly solo for the vast majority of your time--as whether or not BST can function in a party, it will rarely recieve invites to one, for better or for worse.
That's the lowdown. As far as other jobs go, Paladin is also very much a melee job, but has very few offensive skills and is focused on defense, they're meant to take damage and keep Enmity from the rest of the party. Red Mage and Ninja, while capable of melee, are much more about debuffs and various status-affecting abilities. Ninja also possesses the ability to tank, just like Paladin and Warrior, but do so in a unique fashion that I'm not going to bother explaining here...Black Mage and Ranger, to be sure, can and WILL deal the most damage of any job in the game, but are absolutely useless in close combat, and have about as many hit points as a little girl. Obviously, White Mage, Summoner, and Bard are in completely separate categories.
Anyway, hope this was informative.
*A bit of a history lesson. Dragoon/Samurai used to be a popular combination, as certain polearm weaponskills accrued vast amounts of TP when used with /SAM, allowing said skills to be used in rapid succession. However, an update a while back limited the amount of TP returned from these weapon skills, and consequently, made /SAM effectively useless until level 60, when the Meditate job ability is acquired. Somehow, this made people suddenly percieve Dragoon as useless as well, even though a WAR sub was even then often used with it, and nothing had truly changed about the nature of Dragoon itself. Sadly, to this day, it's undeserved reputation still exists. Still, dedicated players of the job will undoubtedly find it vastly rewarding, as it can--and will--easily match the rest of the heavy-hitters in this game.