I don't know if it's my favorite, but I usually end up as a paladin. It seems most games expect the main char to play a fighter/melee class, so you're not displacing named chars within the game with a fighting class. I also like having access to many of the items in the game. But I also want some mix of melee and magic; while pally magic tends to be limited, at least it's SOMEthing. Finally, their healing and high charisma tend to make them pretty self-sufficient for any parts of the game that are solo.