Warrior Guides
I was an old school purist as I played FF since the beginning with FFI. I prefered to beat the living crap of the mobs. Warrior in FFXI is not much different than FFI. Your job is to beat the living crap out of the mob and essentially piss them off. Prior to level 37 and after level 74, Warriors will likely be doing some tanking although not by choice. In between, your job will be a damage dealer and a backup tank. Warriors can take damage much better than monks and Dark Knights when it comes to the situation where the Paladin or Ninja tank goes down or gets d/c.
The major drawback as Warrior is it is one of the worst soloing jobs in the game. No matter what subjob you got or what equipment you wear, most Warriors in the game cannot solo borderline Too Weak/Easy Prey mobs at high levels. Part of this problem is due to their terrible evasion (which is as bad as a mage in most cases) and the fact their gear sacrifices evasion. (I once went 1 v 1 with DRG sagahign behind the mythril door at level 70 when they were the borderline case with a ninja subjob, using dual axes and full AF, and I barely got the mob to 50% health and I started the fight with full HP and my shadows up.) If you do opt to solo, you are stuck to goblins and beetles.
On combat skills, there are 4 main skills to level: Axe,Great Axe, Sword, and Marksmanship. You will need Marksmanship starting at level 25 to be able to use bloody bolts. Spamming bloody bolts at a mob will generate hate, and keep you alive. They are excellent for farming. You will need Sword skill leveled because it has the much better weaponskills early in the game, and at level 57 you will get the skill Spirits Within. Spirits Within is a must against slimes and Elementals that simply resist physical attacks. The Great Axe skill is excellent for Level 23 you will get Sturmwind and at Level 60 the most important skill: Raging Rush. Raging Rush is the route that is taken to finish Genkai 5. Starting at level 33, there is an Axe weaponskill called Avalanche Axe that warrants the Axe skill being leveled. At level 55 you will get Rampage. You will not be able to do light skillchains until level 66 where Mistral Axe is learned and once at that point your invites to XP parties will pick up. The bad news with Axe is that the Relic Axe is BST only.
Subjobs
As a Warrior, there are 4 primary subjobs to level: Monk, Thief, Ninja, and Samurari. All four have their uses. Make sure to level all four at least to 37.
Monk: Prior to level 30, this is most likely the best subjob for Warrior. Boost is one of the best hate-gaining moves in the game, and you will get counterattack at level 20. At level 30 you will get Dodge which will increase your evasion. At 50 you get Focus which boost accuracy, and at 70, the self-healing ability Charkra. Another advantage of Monk is the HP boost. Monk subjob is good if you must use a Sword for Spirits Within, due to the massive HP boost.
Thief: Prior to level 30 the best this subjob has to offer is Steal. At level 30 you will get Sneak Attack and you will find that Sturmwind will stack with Sneak Attack. At level 50 you will get Flee which will boost your movement for a few seconds. Starting at 60 you will get Trick Attack, and you will find that Raging Rush, Rampage, Mistral Axe, and Steel Cyclone all stack with Sneak Attack + Trick Attack. At 70 you will get Mug which is nice for farming.
Ninja: Prior to level 24 this subjob does not have much to offer. Until you can use Utsusemi Ichi you are much better off with a monk subjob. Once you can use that spell, you will find from Level 24-37 you will be a backup tank to the ninja tank and likely sharing vokes. You should start using Axe as a mainhand weapon with Sword as an off-hand weapon. You won't get much with this subjob until level 74 when you will get Utsusemi: Ni. Once at that point you can be a main tank again although you're simply going to get hit.
Samurari: Prior to level 60, you won't find much with this subjob if anything. But after level 60 you will find this subjob for Meditate. Don't expect to use this in a XP party, you will need it for certain NM fights and for certain BCNM fights where alternative means of gaining TP is important.
Quests
As an warrior there are not many quests relating to the job as a primary job other than your AF quests. However, there are couple hidden quests in the game you should check out:
Gear
From Level 1-50, you will mostly carry one type of gear. This gear is used for both Tanking and Damage Dealing. You should be looking for STR+, DEX+, or VIT+ gear. If you are given a choice of ATK+ or Evasion+ gear I carry both, as they have their usefulness. ATK+ gear for Damage dealing, and Evasion+ gear for tanking.
From Level 50-60, you will be questing and likely wearing your AF, and loaded with Accuracy gear. For some reasons the mobs have a bit higher in evasion than normal and you will need to adapt. Eventually you will be seeing Coeurl which has much more in evasion than beetle and crawler put together. Pugils also have much more in evasion but not as high as Coeurl. If Sniper Rings do have their use, this is the only time they are worth having.
From Level 60-75, you will be carrying 3 sets of gear. Set 1 is tanking gear which will likely consist of your Full AF, Evasion+ earrings, Phanlax Rings, and any other piece of gear that gives more enmity. Set 2 will likely consist of ATK+ earrings, anything that boost ATK+, STR+, and DEX+, and is likely going to be used in a damage dealing setup. Set 3 will be your HP boost gear for certain situations where Spirits Within is used. Regardless of what setup is used, you will be spending a lot of gil for armor. Haubergeon at 59 is 3M and Scorpion Harness at 57 is 8M in gil. Evasion Earrings will put you out over 1M gil each, Hades Earrings cost nearly 2M, and the two best end-game axes for Warrior are a combined 20M in gil. Warrior at the end-game is very expensive, which is one of the reasons many players are very hesistant to leveling this job to 75. Ironically the Set 3 setup is the cheapest route to go, as some of the HP gear is modest in price compared to your tanking or damage dealing setup, but you won't see this setup unless you are farming Elementals or going to be camping certain mobs that simply resist physical attacks. The good news is once you get past the Coeurls, you won't see mobs with major amounts of evasion with the occasional gob in Bibiki Bay that has the Thief job. At this point, you can sell your Sniper Rings and go back to STR+ rings, usually around level 72. When you fight Maat in Genkai 5, you will need the Set 2 gear with the Life Belt if you can.