Firstly, in response to the OP's question if you're trying to balance a mage's base output with a good defensive, I'd say mage/knight and here's why.
1; Resilience as an off-knight skill adds % stamina based on the base stats and all your gear, so you'll have a fair bit more HP and Pdef from the stamina you drop on your gear and whatnot. Huge plus.
2; Stars of Light, the second elite skill for m/k. EVIL SKILL, does so much damage when used properly that a lot of tanks will find themselves struggling to maintain their aggro (which by the way, mages taking aggro from the tank equates to dead mages).
3; Enhanced Armor as an off-knight skill making the Pdef of your cloth armor about as good as that of let's say leather and maybe a bit of chain. Definitely not good enough to tank with, but still a huge benefit in terms of not getting one-shotted.
As for the question about the dual-class system, ack.. I don't have a link to anywhere to perfectly describe it, but the gyst of it is that you get all the benefits of the primary class (in this case mage) and some of the base stats (5% if I'm not mistaken) and all the general (or off-) skills of your "off"-class, (being in my suggestion, knight). On top of that there are skills you can get that are specific to your class combo, which in my case again, is mage/knight. Stars of Light is one such example, and it can only be used while your class combo is exactly mage/knight. Rules have it down that your secondary class can never be higher in level than your primary, so you get temporarily "leveled down" if it would exceed it (but as you level your primary it returns to normal as you progress and surpass it). Also you ONLY get xp for your primary class; you have to swap classes to train your "secondary" (as then it would be your primary for the time being).