Ask a Thief Thread.

I won't go into detail about proper builds, but basically do not upgrade any double stab or triple stab. Yes, training will be slow 20-70, but unless you want to give up either shadow resistance or flash bang, which are both extremely useful endgame (resistance is necessary) you must leave these skills out.

No you don't. You just skip fatal blow.
[spoiler=] Thief (Lvl. 10-20)

10 Double Stab
Save SP

[I]Notes: 10 Double Stab is a pre-requisite for triple stab in II job.

[II] Blade Recruit (Lvl. 20-30)

1 Triple Stab
Max (20) Katara Mastery
6 Katara Booster
Max (10) Triple Stab
Max (20) Katara Booster
1 Disorder

Notes: Mastery is prioritized before putting more than 1 point into triple stab because everything in II job dies quickly, so it would be better if you had more stable damage earlier. For some reason, we can no longer save SP from II job over to II+ job. The 1 point into Disorder is because there is nothing else worth putting points into (yet), so we start on dark sight's (which we will need later on) pre-requisite.

[II+] Blade Acolyte (Lvl. 30-55)

Max (20) Slash Storm
Max (20) Self Haste
Max (20) Shadow Resistance
3 Disorder (not 3 points into Disorder, just that it should be at level 3)
Max (10) Dark Sight
4-5 extra points

Notes: Slash Storm is maxed first because it has been majorly buffed after big bang. Fatal Blow is skipped entirely (unless you use the few extra points in it) because it is useless beyond 2nd job (gets out-damaged by Upper Stab later on, even on a single target), and Triple Stab should better compliment slash storm during these levels.

[III] Blade Specialist (Lvl. 55-70)

1 Tornado Spin
1 Flashbang
Max (20) Flash Jump
Save SP

Notes: The 1 point skills both have niche purposes, but I still recommend them. Flash Jump helps ALL the time, and is incredibly fun.

[III+] Blade Lord (Lvl. 70-120)

Max (10) Bloody Storm
Max (20) Flying Assaulter
Max (30) Mirror Image
Max (20) Tornado Spin
Max (20) Upper Stab
Max (20) Owl Spirit
Max (20) Flashbang
Max (20) Advanced Dark Sight
14-17 extra points

Notes: Bloody Storm (majorly buffed after big bang) is maxed first in order to combo with Flying Assaulter. It requires less points than the Flying Assaulter -> Tornado Spin (and Upper Stab) combo, and is better when you're relatively weaker at early third job and mobs take a long(er) time to kill. Mirror image is now based on a multiplier of your skill damage (aka majorly buffed after big bang, although it's still not affected by final cut or criticals). Tornado Spin is maxed before Upper Stab because you don't use Upper Stab much until you can combo Tornado Spin with Flying Assaulter. The order of Owl Spirit and Flashbang could be switched depending on your preferences.

[IV] Blade Master (Lvl. 120+)

1 Chains of Hell
Max (30) Final Cut
Max (30) Thorns
Max (30) Chains of Hell
To be continued... (or not)

Notes: The 1 point in Chains of Hell is for the times i-frames may come in handy. Final Cut now gives a larger damage boost than Thorns. Chains of Hell is given a relatively low priority because Upper Stab's DPS is similar (seemingly very close) to Chains of Hell itself. Sudden Raid and Monster Bomb are niche skills, and Mirrored Target is cute. You may want to put 1 point into them somewhere along the way. 1 point in Venom may also help early on. Although it can now work on bosses as well, it generally has been majorly nerfed after big bang.[/spoiler]