Do they each have a job they excel at? or do they pretty much all learn the same stuff?
Each has 3 primary roles that you will find they are best suited for, and no they all learn different things. (I.E. Fang gets AOE Saboteur spells, Vanille gets Death, etc).
Primary roles for each character:
Lightning - Commando, Ravager, Medic
Snow - Sentinel, Commando, Ravager
Fang - Sentinel, Saboteur, Commando
Sazh - Synergist, Ravager, Commando
Hope - Medic, Synergist, Ravager
Vanille - Saboteur, Ravager, Medic