I guess it all depends on what you mean by soloing - xp, farming, or maybe both? Maybe I answer all three of those questions. And by no means is this an all encompassing guide or whatever, just my two cents. :)
Before going any further, I'll give you a quick rundown as to my background:
Main: Thf 75 Sub: Nin and Rng. Nin for basics solo'ing, Rng for NM or mob camping, and Rdm for treasure popping in zones where I shouldn't be, heheh. Days of play: 365
I've found that my biggest key to exp/soloing and farming was the aid of the marksmanship skill. Having maxed-out evasion, parry and shield skill are a definite bonus as well; but back to marksmanship. Why is this skill so important? Easy - marksmanship gives the luxury of using acid bolts to lower a mob's defense, blind bolts to lower a mob's accuracy, bloody bolts to steal a mob's HP for yourself, and last but not least sleep bolts to put the nasty buggers to sleep. Before you go bolt crazy, always remember to use the bolts as necessary. If you trigger-finger the range-attack away way too often you'll find yourself in some debt as the overall bolt usage can cost you a pretty penny. What's the point of farming when your burning away money, right? The same rule goes for Utsusemi.
Rule of thumb: know what you're fighting. Know its weaknesses, strengths, and what status effect it's susceptible to. Now let's begin.
EXP/Farming - THF/NIN I'm going to the use the buffalos atop Uleguerand Range as an example. We'll cover two topics here at once: exp'ing and farming. So let's say you've decided to trek to the winter wonderland know as Uleguerand and you've come across some buffalo. The buffalo range from easy to decent so it's a good level range of mobs to start your training. Utsu up and hit the bugger with a sleep arrow so you can SA behind him. Use acid bolts and blind bolts as necessary and get your TP on. When you've reached 100, sleep bolt the bugger and make your way around him. You can either walk around the mob or just unlock target and walk through. Get to the other side and WHAMMO, nail him with SA plus a WS. A few of these and it should be byebye for the buffalo. If things get outa hand and you get some ads, no problem, sleep bolt the additional bugger til you have your hands free. And if you find that your HP is way too low for your comfort, bloody bolt em a few times to get your HP back. At the same time, remember what I said about gil burning. If you're a baller, eff-it, bolt away, my friend :)
And that is really all there is to it. For a safe spot you can experiment outside of Whitegate too with the puks, spiders, or fomors. If it gets too hot, flee back into Al Zhabi, lol.
Tip: This method of fighting can also be used to solo a scorp in the KSNM Op Des Storm.
This same fighting style can be used for the higher lvl Orcs hanging out by Monastic Cavern. You can farm some XP while stealing some gold coins. Another spot, and possibly safer, is Castle Oz - as being able to Hide from the Yags is a definite plus. Just be mindful of the BLM-type mobs. If you see a caster winding up for a spell, sleep bolt him. Lord knows what a GA spell can do to a THF =/
Treasure/coffer hunting - THF/RDM or /WHM There are a bunch of places you can treasure hunt as a THF without worry of agro - Rampy's tomb and Ghelsba to name a few. But then you're gonna run into some areas like Monastic Cavern, FeiYin, or Castle Zvahl where having some sneak and invis is the only way to get around. The formula is simple, make sure you have RDM or WHM subbed, sneak and invis around til you find a chest/coffer, pick the lock and voila. If you run into some danger such as mobs you can't de-agro or an overly-difficult mimic, Perfect Dodge and warp your way home. Oh, I forgot to mention, it's always good to have a Warp Cudgel handy, heheh.
I think that about does it for a basic intro. Mix and match your own way of fighting for a unique twist.