Just to add my 2 bits, even though its pretty much been covered...
Kensai -> Thief definately has the advantage in power, mostly because of the loss of kensai penalties to use any item.
Probibly crossing over to Thief from Kensai at 16 or 20 would be best, but you would have to ask the Kensai->Thief experts...
I myself would probibly use F/T because I dislike being human

, and the switch over point while dualing at a higher level is annoying... But shouldn't be so bad if you are going with only 3 others through SoA.
Good Luck
P.S. Try CE, since Quasits are the most fun to abuse... They deserve it