As been said, advice for you next level really depend on what direction you want to take your character in. Here are some random thoughts, though:
* Soldier. Continuing with Soldier is probably the best bet if you want to be the ultimate greatsword-wielding combat specialist. Greater Weapon Focus, Greater Weapon Specialization and Improved Critical will make him unbelievably nasty when he has access to his greatsword (no good when he's without it, though, which is always an important thing to consider in Conan). Continuing with Soldier is, IMHO, a little bit boring, though (I'm a big fan of multiclassing!

).
* Barbarian. If you continue with Barbarian up to level 4 you will get some nifty stuff; Crimson Mist, Endurance (which lets you pick Diehard as a feat, which might be fun) and Uncanny Dodge (which is great!). It will also give you more skill points and help to boost your Reflex save (Initiative), but will hurt your Parry defense (which, I'm guessing, is your primary defense).
* Thief. Well, you can never really go wrong with a level of Thief. Lots of skill points and a little bit of sneak attack is great for most characters. It will hurt your BAB and defense a bit, though (getting two levels of Thief might actually be a good idea, that gives you more points in those areas).
* Borderer/Nomad. Well, if you really want to be good in the wilderness you could do this (you'll get Skill Focus (Survival) at level 1 since you already have Track). Otherwise, probably not.
* Temptress. If you want to be able to not just wield a greatsword, but also shake your ass and get the women drooling.
