You can train them at the Trainer's in Riverside (only up to 2.5 times your level, so it has to be at least 6 before you can train other stats), you can use boosters (which are really expensive and best left to bigger pets), you can spend experience points (which you get through winning battles and doing Battle Quests), and, very rarely, you can get then through the Job Agency (when it's working. Which it is not at the moment).
There are a TON of good guides in the Battle Forums, under Helpful Guides. Check those out for more info!
