Alot of you may have been confused with what stats to level up, what stats to build, what stats do what and many other questions of the like. To clear things up I will being by stating what all stats do and I will start to touch on what stats to build for what classes, or at least try.
-Strength increases your Max HP
-Increases damage of melee weapons.
-Increases Defense Power.
-Increases Maximum Inventory Weight.
-Dexterity increases your Movement Speed.
-Increases Dodge Rate.
-Increases Damage for Long Ranged Weapons.
-INT increases your Max MP.
-Increases Magical Attack and Magical Defense.
-CON increases your accuracy to hit monsters.
-Increases Crafting Success Possibility.
-Increases Recovery Speed of MP/HP
-Increases Attack Power of Guns.
-CHA affects conditions to acheive a quest.
-Affects reward for completing a quest.
-Increases Monsters Aggresivness to you while hunting.
-SEN increases the outcome of the item.
Tidus's Easy-Notes: Meaning the item will be a better quality, and in general better with more SEN.
-Increases chance to do Critical Attack.
-Increases Skills Damage (Not Magic)(Correct me if I'm wrong).
Lots of confusing over this so I'll TRY to clear things up
Soldier: For every 1 STR, 1 Damage Point will be added for Soldiers.
Hawkker: For every 1 DEX, 1 Damage Point will be added for Hawkkers.
Dealer: For every 1 CON, 1 Damage Point will be added for Dealers.
Muse: For every 1 INT, 1 Damage Point will be added for Muse (Not sure for Muse, just a theory.)
IMPORTANT: These stats will only affect your damage points AFTER you've become that class at level 10 +.