depends entirely on the game. in the first one i did soldier class for the heavy armor, i thought the medium/light armors for humans were ugly as hell otherwise (yes it really did bother me that much) so i always became a running tank of death by about 2/3 the way through the game.
for the second game, definitely infiltrator or vanguard, infiltrator for the fucking sniper, jesus taking a headshot wallop in that game was epic, not to mention biotic charge of the vanguard.
third game? vanguard hands down, not that the other classes are bad but just...vanguard, man.