For the most part it is only advisable to dual to a hybrid with a like class. For instance as Sultan mentioned Mage to Samurai (or Priest to Lord, etc.). (In fact I prefer these types of dual characters over pure hybrids.)
This really depends on what you want and when you want it. If you have your battle strategy down and you don't need more meat shields then it is often advisable to utilize this approach. (i.e. concentrate on magic early-on and then top-off latter with the corresponding hybrid class.
Really late in the game (when you have essentially gone as far as you want to with a magic class) then you can always switch over to a melee type class. (Often this meathod is utilized to allow magic casters the use of Infinity Helms.)
Of course in either case you really have to plan when you will switch classes and what attribute levels you need (and will have) so that you can actually make the switch.
There are of course other times when you might take a level or two in a different class - often considered cheese tactics. i.e. one level of rogue for stealth, or 1st level as fighter for double hitpoints at start, a few levels in a critical hit class for the critical ability, etc..
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