I would suggest you clear up the missions in and around Steppe before you move on. The enemies do beef up considerably but it's still doable as you are. But the missions are basically laid out to be done as you progress. 1-15 or so in and around Steppe, then you do them as you head through those tunnels. It's also nice to get the teleporters since running through that area repeatedly would just be a chore.
As for party, I think Haste tops everything at that point personally. I run with Light, Fang and Sazh and love it. He may not be capable of doing crazy damage like Hope or Vanille magic-wise but he more than makes up for it by beefing up my powerhouses.
XI Wiki


