Multiclassing?

[Bruno]

Some things do work well together - the biggest thing to look for is a attribute synergy, and then advantage synergy.
Knight/Swashbuckler has so much overlap that it's a little tricky calling that blend multiclassing - but certainly workable.
A good one is Swashbuckler and Thief, with both of them focusing so much on high DX and DX based skills that they have a heavy concentration in the same area.
Other good blends are two spellcasters, like druids and wizards - both heavily IQ based, boths mundane skills are knowledge oriented, both benefit from having a pile of FP (but the two spell types can't share ER, remember).

A lighter weight version than fully blending two templates is to take some of your optional advantage points and buy some skills or advantages from the other. Swashbucklers have a lot of points in optional advantages - you could take some of those points and spend them on DX-based "criminal" skills from the Thief template and make a character that is still good at thief things - perhaps not fantastic because you have some IQ-based holes in your portfolio, but still good. You could use your Quirk points to pick up some of those IQ skills too - better with one point in each than at default, even if your skills won't be super great.

Another (probably safer) way to "multiclass" is to pick your "second class" and spend your earned character points as if you belong to that class - either instead of or in addition to your own. In my game, I would require you to pick-and-stick to your second class for 25-50 character points before I let you buy freely from both templates, just to prevent "dipping" for the shiniest thing.