This kinda depends on where you are in the game, and what level you are at. I find that it is best to do the side quests stuff if you can do that, but as far as places are concerned I would need to know where you are to do know that.
On a side note all the games have just about the same amount of exp for each place, so that leveling up in one means just about the same as leveling up in the DS version means about the same as leveling up in the SNES/PS1 version
As Shace said, it depends on what part in the game you are at. I know I grinded a ton in the underworld and you get those two bonus summons required for something else later in game. I would definitely not think about grinding until you hit a difficulty spike.