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Before you start throwing experience to trainers willy-nilly, you should have a coherent plan in mind about where you want to end up. Do you want to be hard to hit? Or do you want to hit hard? Do you want to have bottomless spirit, or do you want to be able to solo raise mangled exiles?
(Sorry, mystics: You folks are so mysterious I have no idea what you do. The fireworks are sure pretty, though. \action grins)
Once you've settled on a class, take a serious look at what you can do inside that class. Talk to exiles who've been around for a while and hear what they have to say about their class. Find out what training mistakes they've made and figure out where you're going to be in a six months, a year, 18 months, and so on. (Or 100 ranks, 500 ranks, 1,000 ranks, and so on, if you're into bookkeeping.)
In particular, check out the FAQ and Braveheart's site and find out what the trainers for your class do for all the circles (I know; it's kind of cheating to know what trainers are coming up next, but sometimes it's necessary). Sketch out a plan (actually put it down on paper) and mull it over while you're whacking rats.
Something to keep in mind is that ranks come slower the more experienced you are. Dump your early ranks into something that will serve you best the sooner you get it (Troilus, for example, or Skea) because later on it will be much more difficult to stack up those ranks and you'll want to spend them on something else—like a third- or fourth-circle trainer.
A Final Word
There's no wrong way to train. Everyone has their own goals and their own philsophies (I'd rather be able to swing lots and hit anything, while other folks would rather be able to kill anything in one Crunch-ing blow) so settle on a plan and go with it. Ranks don't come so quickly that you have to make a coherent plan right off. Just stay loose, and think flexible...