Level 1-40:
The best thing to do is just do the monster hunter quest by yourself and level by that, and when you can't do it anymore just get someone to party level you, hit bird island or something.
Something you also can do is to find monsters that are "stuck" which won't hit you.

Level 40:
Now is the time to make a very important decision:
What weapon combo?
Here are some facts about the most popular.

Club-Blade:
This is a stronger combo than the club-sword.
Special Skills: Rage and FastBlade.
This is my favourite as the fastblade is pretty easy to get good at, also this is a good leveling combo.

Club-Sword;
This is not as strong as club-blade but a much faster alternative.
The special skills are: Rage, Phoenix and Scent Sword.
I would say scent sword takes a bit more time to learn than fastblade, but a very good alternative. You might not always one hit but you can jump more as its faster, causing the opponent to miss.
Phoenix is a very good skill but hard to train. To get it to level 7 will take a very long time. Club-Sword is also a good way to level.

Club-Club
This, along with club-scepter is the strongest combos on conquer. (There are more equal ones, like club-hammer etc)
Special Skills: Rage, Hercules.
Hercules is a skill for the ones who don't want to learn fastblade or scentsword.
It hits almost every time but has low damage hits. (a quarter of your attack)
I will not recommend this as its a pretty cheap skill.
This is the best combo for leveling. It will go very fast with this.

Now then, my opinion would be that you go with club-blade and get another club that you use for leveling.(but do that later when you have more money)
Now back to the leveling:

Level 40-70:
Now you will need these items:
Elite coronet +1/+2
Elite Armor +1/+2
Refined/Unique Necklace +1/+2
Refined/Unique Weapons
Refined/Unique Ring

We don't need any quality boots yet, as were not intending to fight archers right now.
Start doing the bound item quests for EXP, I suggest not using bound items, it will give the other players the expression of you being poor. This is the time to level skills and weapons. So no power leveling!
I suggest at level 40 go FireRats, then MiniMacques to you hit 45, then go Macques and level there to 50. After that, you could hit the Great Apes to 55, then Slow Apes to 60 and then Snakeman to 65. And then Sandmonsters to level 70.