To be honest, I would suggest not making 1, but 2-3 classes at the same time. 1 is always an acolyte, while the second is your choice of the "normal" first classes, not any of the expanded (for more info on this, please go to irowiki). Third is if you choose a merch, but only created it for overcharge, discount, and vending. Normal first calss are generally easy to train and are low cost. Easiest to train is probably in this order from easiest to hardest
Thief - double atk and 30 flee helps a lot
Archer - has a cheap skill that hits hard and fast and its long range
Mage - if training at the right places, its easy to kill, but gets boring
Swordman - highest hp, with good skills, just no sp to spam them
Merchant - has nothing going for it battle wise
Acolyte - unless its a battle priest, it will rely on others to level effectively
That being said, the aco. is always made because even if you want to party with poeple, you might not find someone, and you might want to have bless and agi when ever you can. Perhaps even more important though is that you can memo places so you can warp there. The merc exists so that you can start vending stuff right away and buy/sell other needed/useless items. The third would be your main fighter.
If you are attempting to make a slinger, I would highly suggest against it as it is very costly and you will be limited in the gears and places that you can go if you intend to solo. Go for an archer instead, and even if Jad said arrows are something to worry about, it really isn't. At job level 30, you can do a quest that will allow you to make your own arrows if you have the right items. If you manage your loot well, you can easily supply yourself with arrows till job 30.
To get back on topic, I understand that an alchemist sounds highly appealing, but please be prepared. Aside from merchant class being the second hardest to level, the job change for an alchemist is a pain in the rear unless you have money to buy an illusion flower (about 840k on iro valk), or you have saved memo warps to move around.
When you have become an alchemist, you probably want to get your homu. right away, which means doing a quest, leveling a bit, and either gather the pain in the butt items together or buying it for 110k+, and the homu. you get is random, with 4 types along with 2 different sprites for each homu. After that, you will need to "feed" the homu. which cost even more zenny. NOW that this part has been established, you will now have to download an AI to effectively train that homu., and I have no intention of going into that atm.
As you can see, this is daunting, and as a person with 3 alchemist, I would highly suggest making this your first class unless you have steady party memebers. Gunslinger is much worse money wise.
With this in mind, I would suggest making a thief > rogue if you want fast money and a little fun with skills. If you trans it to a stalker, things really get good, and if you are still here for renewal, shadow chasers will be down right fun to play as since they can copy 2 skills.
If your looking for a skill heavy class, become a mage, since they have a large variety of spells to choose from, and are always needed once they become wizards on exp quest maps.
Lastly, important sites, include:
irowiki.com, ragial.com, and ratemyserver.net
Jad mentioned researching your class and I agree. Go to irowiki to read each class and their possible builds, as your stats will be put into different places depending what skills you intend to use. Ratemyserver.net has a great skill simulator (though the skills are named differently, if you can figure out what is what, its really nice), and here is a link on a character simulator -
http://calcx.wushuang.ws/
I hope this answerd some questions. I do believe I wrote a little too much but feel free to ask more if need be.
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