Level up the roles you plan on using, but the trick is to level up the right role when you get a chance to level up one of the "big orbs" in the Crystarium because of the bonus.
It's kind of hard to explain, but if you want Serah to be magic focused, you will want to level up RAV during those big orb levels because you will get a larger magic bonus. If you want to be efficient, you may want to read the levelling guide on GameFAQs as it will provide a better explanation of the mechanic.
Generally though, you don't want to level up SEN or MED using the big orbs, because the bonuses they offer aren't worth losing the magic or strength bonuses.