Around 40 you can just solo a FoV page in altepa and spin the -ni wheel, you'll get skill up fast enough.
He has a very good point, you can alos take on an DC or EM mobs and only use your Ni spells, while keeping shadows up at all times. This is what i did for a bit until i got sick of it taking it forever lol.
Go to Besieged and spin the elemental wheel on something; I skilled my nin's ninjutsu to level 65(ish) from 37 in only a few battles, lol. This was a long time ago, though, when people actually did besieged and the monsters were hard D: