Hey there Axle, I'm a warrior also, so I just thought I'd let you know my experience as to your subjob choices and what they offer.
War/Mnk: A tough cookie. This combo resembles a Pld almost. One gets a good amount of HP and some Vit to boot. The job abilities this combo yields are also very tank freindly. Counter from the monk is great. Boost adds attack and some hate. Dodge is handy in a pinch.
War/Thf: Damage, pure and simple. When you go this route grab the meanest Great axe you can and stack Sturmwind and Sneak Attack as often as possible.
War/Nin: A great tank. The dual wield abitlity sure does look cool, but all in all is a minor bonus pre 50 (or sans Shasari). In most cases a great axe is more damaging. This combo depends on Utsusemi tanking. At minimum this combo will result in 6 free hits wasted on shadows. Without it your just a War/Mnk that looks a bit cooler and has less HP, no counter, boost, or dodge.
There you have it. Some people will make a case for samuria, but I have not tried it, so I cant comment.