I've almost always completed my quests when I get them (unless I'm lazy ... which happens a lot >w<). To me, it doesn't matter if I complete my quests now or then because I will have to grind both ways. Most people just save up quests to get through a tougher level (ex. save up quests from lvl 55 on to get past lvl 59 quickly). But if you think about it, it all ends up to be the same, because the cost of getting through one level quickly equals more grinding to be done in other levels.
If you want to save up quests, a good idea is to gather a bunch of friends and save up quests together. When you guys all have the quests saved up, you can party and finish the quests easily.