The game is linear as a Squeenix RPG and not exactly hard, also, it's old. Still, all games should have a guide available, so I'm throwing my two cents in.

After Anne Claire leaves the party (this happens early on in the game at a point no meaningful choices can be even made so it doesn't count as a spoiler) you get introduced to Class Pins, which allows your party to add the abilities of different classes. Once you visit the temple of the Seamstress, open your menu screen and go to the "Classes" tab and select it, you'll have two options: Change and View. Notice that under each character's main class name (Brute, Scholar, Necromaster, Gumshoe) there is an "Empty" text. Select "Change" and then go for the "Empty" option of each characters, then select a class.

Only one character can use a class pin at a time, and if you select a class already in use by another character, it gets re-assigned and the pin's former user is left with a vacant slot.

As your troupe goes up in level, you get more class slots available, so you can mix and match for any number of combinations. If you're playing in Insane, however, you'll have to specialize your characters if the party is to survive the higher-levelled encounters. The following set may or may not be the best, but it is the one that is working for me so far, so I'm sharing it.

Warning: I'm still playing the game as I write this, so I'm not sure of how the total amount of class slots the party will have, but the provided advise should enable you to take informed decisions of your own should you get more than 2 class slots.

Gabe
Being a Brute as primary class, he's the group's go-to for physical damage, so he needs classes which enhance his Strength attribute. Hobo gives a nice Str boost and endgame massive-damage attacks. Dinosorcerer won't be very useful at first (other than a HP boost), but once you get the T-Rex form you'll find yourself using it non-stop (and then it upgrades into Cthulhusaurus) so you want this class on your top (physical)damage dealer, and that's Gabe.

Tycho
It doesn't quite show until later in the game, but the Scholar is a healer/buffer class, and the top priority of a healer is keeping himself alive (because if a healer falls, the whole party goes down), so you need classes which max his Defense. Crabomancer is a no-brainer for this, in addition of turning Tycho into a reliable damage dealer as soon as you get the pinching attack. Gardenar also gives a Defense boost later on, and as soon as you get the MP-producing technique, it will become your new best friend.

Jim
Jim is the party's attack wizard, so Magic is his priority stat. While Elemenstor and Apocalypt are the obvious choices, the amount of enemies which can only be damaged by a specific elements are fewer than you think and prophecies are basically useless until you get Ecstasy which gives you a Magic boost while a prophecy is queued. Basically, Necromaster has all the attacks you need, but you still want those other two classes for the Magic boost. Just equip him with Living Gravel to enhance his Earth attacks (and then Spooky Shoes once you have Bottled Rage) and you're golden.

Moira
With her high Speed stat, interupt attacks, and otherwise depressingly low everything else, the Gumshoe's role is one of crowd control. Speed is all she has, so it's what you have to work on (don't even try to raise her other stats, 9000 times zero is still zero, her other stats will never be level-relevant). Cordwainer will give her even more Speed, a group-interrupt, and a decent endgame attack (which only works on Slowed foes, but still good). Tube Samurai, on the other hand, will give her both Speed and the Speed Stance for even moar speed (you'll need it for your interrupts to be good against bosses), also you want the Attack Stance on chapter eight (you'll see).

The other classes are cute, but I found them to be curiosities more than anything else. Gentleman is useful if you want a backup healer but Magic Defense is something you'll rarely need when you have bigger priority stats to raise. Masochist has a nice Str boost but ultimately not worth it because of the self-inflicted damage sine the endgame is full of battles of attrition. Diva could help Moira but same as Masochist, not worth it (since you harm -everyone else- in your team). Slackers honors its name, because it's completely useless (if you want the Item Usage buff, just wear an Amp which you'll find later in game). Finally, for the life of me, I can't figure why would anyone use the Delusionist.

That's all, game on.