Dalmasca Estersand
You're pretty far from home, but the enemies here are mostly 1-hit kills. If you wander too far along the northeast edge, there's a Cockatrice called Nekhbet. It will end you. Do not challenge it. (It's also a Mark for later, so if you kill it now, no reward. Sorry.)
Kill as many wolves as you can, though, because this is a great opportunity to nab some LP on your way back to town.
Also, don't engage the Wild Saurian. It will also end you.
Rabanastre
Now that you're back, the party disbands. Make sure to stop by the Clan Hall, because Montblanc has some rewards for you! Turns out, he passes out rewards for your boss fights, so you've got a nice little stack of Gil waiting for you. The next thing? Take that money and SHOP! I think some new magic is in order, as well as a good equipment upgrade.
When you're done shopping, head to Migelo's Sundries. You'll find Kytes there, but no Penelo. Hmm. Looks like Migelo isn't there, either. Kytes hasn't gotten to leave the store, and Old Dalan wanted to see him, too. Vaan offers to go see Old Dalan in Kytes' stead, so it looks like that's our next stop.
Dalan will give you The Sword of the Order, and tells you to deliver it to a man named Azelas. Conveniently, he's marked on your map right here in Lowtown, up in the North Sprawl. Head there for a cut scene, and Basch will join your party again. Your next destination is the Sandsea. Outside, you'll witness another short scene. Enter, and climb the stairs to the balcony to trigger a scene with Balthier. Ah, so there's Migelo! What's this? Penelo's been kidnapped? And she's in Bhujerba? Sounds like our next destination!
Fran and Balthier join your party, and while Penelo's important, you should take this time to hunt some marks now that you have a proper party. Choose the three who will be in your main party, outfit them accordingly, and let's go take down that Thextera we agreed to hunt so long ago!
The Thextera should go down pretty easily with two more people in your party. Once you've done that, go see Gatsly in the Sandsea to collect your reward, and you'll notice there are two more Marks on the board. Next, go see Montblanc. Since you've killed your second Mark, you're now a Hedge Knight, and that means another reward! He also has some Elite Marks for you, and one of them is in Bhujerba. Accept those now, and we'll meet the petitioner in Bhujerba.
You can probably kill the Flowering Cactoid and the Wraith now, but the Cluckatrice is probably too strong until you have Esuna. Either way, it's a good chance to take care of these things now. Once the Wraith is dead, go inside the previously locked Private Residence and pick up the Dusty Letter.
Don't forget to go see Gatsly in the Muthru Bazaar again. He'll open up something called "Bazaar Goods" in the merchants for you.
If you're done in Rabanastre, go to the Aerodrome. Next stop, Bhujerba!