From what I read on gamefaqs, leveling to 20 is not effective.
The game keeps track of how many levels you've leveled and uses that to calculate EXP.
For example, if you take Sumia, level her to 20 Pegasus Knight and the change her to Falcon Knight, she counts as level 21. Then level her to 20 and change her to Dark Pegasus, she counts as level 41 (and probably gains very little EXP).
On the other hand, you could level Sumia to 10 as Pegasus Knight (to get both skills), then change to Falcon Knight (counts as level 11), level to 15 to get both skills and change to Dark Pegasus, which would count as level 26.
The second method gives you all the skills but you'll be gaining more EXP. It would use more change seals before getting max stats (since you change class once you get to 15 promoted instead of 20) but you'll be able to get the skills from other classes faster (because EXP won't be reduced as much).
It seems you can buy them after Chapter 12 or so.