Rune Chime (and, to a lesser extent, the 
Magus Rod).Since we are in GBA land, we'll go to the Bonus Dungeon! Specifically, for now, we'll go there to get the three new jobs in the GBA version only.
"I heard there was an earthquake down south! We can only hope that no one was hurt... No one knows the cause of the earthquake... I wonder if some underground volcano erupted. If only we had a submarine, we could go take a look, but..."
All the way down south, in the seas near the forest of the phantom village, you see some bubbly action going on. It's a new Great Rift in the sea! If you take the submarine above it, you'll get sucked in. All you have to do is take the three new crystal shards of unknown origin, watch the cutscene, and get out.
The Oracle gives you generally useless abilities and can only equip Staves and Robes. Combine these with !White for best effects. The Oracle has the highest Magic Power bonus in the game, so master this Job for great results. Never mess with !Predict; only the Japanese could make use out of it. If you do want to mess around with !Predict, remember that all damage done is independent of level and Magic Power, but it is boosted by elemental boosting weapons. Since it features a large array of elements, it is best used by those wielding the Rune Chime (and, to a lesser extent, the Magus Rod).
The Cannoneer is a Job that teaches you how to use !Open Fire and !Combine, two presumably gunpowder-related techniques. Both commands operate on level alone, and on neither Strength nor Magic Power. The elemental results of !Open Fire are affected by elemental boosts, though, meaning that !Combine works best for those with access to Rods or the Rune Chime.
The Gladiator has the best stats of any Heavy Armor Job, combining the highest Strength (tie with Monk) with Agility as good as the Ninja's. It lacks Stamina (and therefore HP), though. !Finisher has a solid chance of inflicting 9999 elemental damage every shot, and this chance increases while you level in Gladiator. Even if you fail, you will often inflict a Critical Hit with the weapon you're carrying. The Gladiator can equip Knightswords, Swords, Axes (but not Hammers?), Knives, Bows and Shields, so I'm sure you'll find something you'll like.
For more information:
It really is too bad that the Cannoneer's !Combine takes 500 ABP to learn, as it really is a sweet ability. The Gladiator's !Finisher takes only 100 ABP, but, since it improves relative to Gladiator level, even that ability cannot be learned properly with a Gladiator 'dip'. In short, all three of these Jobs require a serious effort in order to make them worthwhile.
Before you go on to the next chapter of this walkthrough and the game, seek out the merchant! You can find him in karnak, crescent and Castle Bal; in all cities, he'll stay at the Inn. Buy all the Blitzshot you can carry; you don't really need the other two.
On a peculiar note, if you travel a bit to the east underwater from the new Great Rift, you'll encounter the mysterious monolithic Mo'ai. It's somewhat of a recurring Easter Egg in the Final Fantasy series; it appeared earlier in Final Fantasy IV. On the moon.