Do all the side stories for the characters. They'll give you some more development of the characters and provide Ad-Lib attacks which appear at random during a battle. They can also give Dual Attacks between characters which can appear as an option in the middle of a Session.

Sessions are essential for fighting enemies. You'll mostly use Special attacks on stronger enemies anyways, so try to get a long chain of Sessions when you are attacking a group of enemies near your level. There are Radiant Unities that'll let members not in your current Cast join in a Session, so get those when they become available.

You can have healing powers for certain members if you'd like, but I find myself using vending machines and restaurants in the city to be easier to recover before boss fights or when everyone is really low on health. Food and drinks provided at the machines or restaurants fully restore HP and EP, but having healing abilities and items are helpful for mid-battle situations.

Most imporantly: SAVE FREQUENTLY. Not every minute, but it's best for when you first enter a dungeon, before a boss fight, and after a boss fight. Savage enemies will knock your ass out if you aren't fully prepared (they always have a higher level and you cannot stun them before the fight), and some boss fights can be a tough challenge. It'll be a pain in the ass to work back up to where you were if you get rekt like halfway through a dungeon.

I might have more tips, but those are a few things I can say right now.