I just reached the part in Dragon Quest IX where you get th ability to change occupations. The thing is, I can't figure out why I would want to. I feel like I should max out all the skills on the occupations I already have before I would even think about changing. Am I correct, or is there another reason to switch that I'm not getting?
A big reason to try out different vocations is to farm skill points.
For example, if you have a character who is a priest and you want him/her to learn wands. You could spend points you get from leveling up as a priest on your wand skill, but then it would be tougher to level up your priest vocation skill.
Instead you could make your character a mage, point all those points you get into wands, then switch back to priest. Then you could use all your priest points on your vocation.
A second reason is because maxing out an equipment skill at 100 points lets you use that skill on any class, even if they don't have it available. Martial artists for example cannot use shields, but you could level your martial artist as a class that can, get shields up to 100, then when you switch back to martial artist you will be able to use shields.
You have to know that when switching from one occupation to the other, you first lose all spells relative to the former occupation (e.g. switching from priest to mage, you will lose all the priest spells). Then, you will lose all the abilities unlocked by a skill that isn't in the new occupation (e.g. if you maxed your sword capabilities but your new occupation doesn't have sword skills, you will lose all the special attacks learned via this skill). But if both professions share a skill list, points in this one will be kept (e.g. if you put points in magic wand skill while a priest, switching to mage will keep these points).
But, all characteristic bonuses earned via the skill relative to your old profession will be kept. E.g. if you switch from priest to mage and you've acquired the +10 to healing spells in the priest skills, when switching to mage, you'll still have those +10 (useless in this case, but that's just an example) while losing your spells acquired in this list.
So, why switch occupations? Example: you want to be a tough warrior! But you want to up your agility before that, you might want to start as a thief, and when you got your agility bonus, switch to warrior.
Sorry if I'm not clear :) You might want to read this thread on GameFAQS for more information : http://www.gamefaqs.com/boards/937281-dragon-quest-ix-sentinels-of-the-starry-skies/55701585