I'm not sure how FFXI works because I never played it although I did hear FFXI has dual classes as well.
In RoM, at level 10, you can choose a secondary class which you can switch back and forth with your original/primary class by going to a trainer. You can only level your primary class but you get to use certain "non-specific" powers of your secondary class.
FFXI - There are 20 total jobs - 6 to start, and 14 unlockable.
You choose 1 of 6 to start. At level 18 you can do a quest so you can have a sub job. Your subjob is lowered to 1/2 the level of your main job. You gain all the abilities of the sub job, and stat bonuses based on the subjob (warrior would get a little more strength, white mage would give a bit more mana, etc).
So if you start off with a warrior, get it to 18. Then you do the quest for your subjob, you can now have a level 18 warrior/1 thief. You are "gimped" you need to now switch to the thief to level it to at least 9 so you are no longer "gimped".
You can play any job at any time (provided if it's an expansion job, it's unlocked). You need to just go to your house (mog houses are in any town, and a few 'outpost' towns), and switch your job. Therefor, you have 20 jobs of experience to get through.
You literally can play the same single character from the time you start the game, til the time you stop playing. The only thing that's unchangeable is race and sex. However, there is gear to overcome any racial shortcomings, and every race can be very excellent at every job (taru paladin FTW).
There are people with all 20 at level 75, but those people have no lives. The only real reason to have a 2nd character is poor game design. They didn't give enough locker space for all your 20 jobs worth of gear. Worse than that, you have to go into capped areas occasionally, so you need the capped levels gear too: level 30 gear, level 40 gear, etc for each job... (I actually think they've changed this since I stopped playing, your gear just adjusts down to the level of the cap, but still).
I really wish a lot more games would offer this kind of job system (Read: I really wish HJ would offer this kind of system). I really really hate having to switch characters. I want people to know Valendros, not Valendros, and Volendros, and Vilendros, etc.