Macros are very helpful in combat situations where going through menus can take time. You can have up to 10 macros accessed by using CTRL and the corresponding number from 0 - 9. To create a macro press CTRL + or - and select Macros then choose an empty macro box and input your macro commands there. For a complete list of macros and other helpful info, go visit Skryer. There are cetain commands that you can use to easily access a skill or item (name should be in quotes):

/ja - Access a job ability
/ws - Access a weapon skill
/ma - Access a magic spell
/item - Access an item
/target - Target an player / enemy

Then there are the macro tags which allow you to specify targets for your macros:

<me> - You are the target
<t> - Your current target will be affected
<st> - Lets you choose your target first

There are also macro tags which you can use to display stats:

<hp> - Display your hit points
<hpp> - Display your hit points in percentage form
<mp> - Display your magic points
<mpp> - Display your magic points in percentage form
<tp> - Display the number of technique points you have
<pos> - Shows your position on the map