If you're not going to play the game a bunch of times, I'd start out with the mage and priest and dual them at Level 8. Just make sure your characters meet the minimum stats for bishop (this usually means putting points into Int for the Priest and into Pie for the Mage). There's nothing worse than getting to the level where you planned to dual them to bishops and then realizing you're 5 points short in a stat.
It's nice to have the bishops because they have access to more spells, but early on, like the monastery and Arnika Road, the mage and priest have more spell points in their schools and can help you make it through the earliest part of the game. Usually by the time I finish the monastery I'm about ready to dual them (depends on how many fights you get into).
If you have the time to play multiple games, it's fun to start a bishop and run them all the way through, though.