[Armando]

Well, let me make two things clear before I go on:
1) Not all sub jobs are equal. Sub jobs are entirely situational. Some are extremely useful in a great deal of situations. Some are extremely useful in a few rare situations. Some just aren't useful at all. Some work great for a lot of levels, and some only work for a few levels.
2) What works well in parties usually doesn't work well solo, and what works well solo usually doesn't work well in parties.

WAR/WHM works well when soloing. Like Aelathir said, though, your best bet right now is WAR/MNK until 30 when you're in EXP parties. At 30+ WAR/THF becomes very useful, and WAR/NIN becomes an option as well. WAR/MNK is a good solo tank, WAR/NIN is a great duo tank (especially with another WAR/NIN,) and WAR/THF is great for DDing.