Alright, I'm only a level 15 NIN and I know I don't know as much about RDM as you, Rei, but here's my opinions...
+Evade vs +Emnity: It depends on if you're the primary tank or a secondary tank, and if you're able to hold hate off of the other players. If you only tank when you've got shadows up (and someone else tanks when they're down), +Evasion gear should probably help the most. If you're the party's only tank, you might want some +Emnity instead. Of course, it's probably best to bring gear for both occasions and switch depending on what the party's like - if you have no hate issues, use +Evasion, and if you're having problems, go with +Emnity.
Dual weild: I'm not sure if Dual Weild 1 will reduce delay at all (i.e. if you have two 200 delay weapons, will your total delay be 400 or will it be less?); I've heard it both ways. If it does, though, two weapons is probably best. If not, you might want a stat-boosting weapon (such as the Beestinger) for the off-hand.
Now, as for RDM/NIN... I really have no idea how effective it is, but the general public thinks it's a newbie combo for parties (and I -know- that's not what you are). You're losing some INT and MND. Plus you can't use any WHM or BLM only spells, and you don't have elemental/divine seal. You're also giving up a pretty decent chunk of MP (probably over 100 at your level). Now, unlike the other jobs, max MP is very important for RDM. Two reasons - first, they have the smallest MP pool out of all the pure mage jobs, and second, they need high MP for Convert. The higher your max MP when you Convert, the more MP you gain (duh). So, that's what you're giving up for NIN sub. What you're gaining isn't much, though - I think Utsusemi and Tonko are the only spells that don't rely on Ninjutsu skill, and you've already got Invis and Blink. The status effect ninjutsu will rarely stick, and you'd have a much easier time casting the equivilant spells off your RDM main. There's also the elemental nuke/resistance debuff ninjutsu, but I think the ammount they reduce resistnace by depends on your ninjutsu skill - which isn't much. Plus they'll be easily resisted and will probably never break 100 damage. You've also got Dual Weild, but I'm sure you've already noticed that you pretty much never hit the mob in exp parties.
Of course, most of that applies to only exp parties. Soloing is a different beast entirely (Utsu really helps with that, as it costs no MP and has a different timer than Blink). Same with questing (Tonko's ability to invis without magic aggro is very helpful in some areas) and ballista.