The only class I liked in Borderlands was the Siren. Lilith is also my favorite character in the series, though they did weird things with her neck in the second game.
If you like stealth, phasewalking is perfect for getting in or out of a fight unmolested. You don't NEED to use elemental weapons with her to be effective. Some weapons that ARE elemental will proc the effects 100% of the time anyways so you don't need to build her around them in the first place if you do use them.
Brick is a large target, rocket launchers pretty much suck in the first game, and his action ability is not as great as it could have been. I also have no idea why his melee uses a pipe, when he could just punch them. Not as hard as when berserk but it would make sense at least.
Mordecai is nice enough, but I found Bloodwing to be an annoyance rather than an asset. When you use an artifact to give it elemental properties she also looks really stupid. Sniping is doable with any character, and one thing that I don't really care for with Brick, Mordecai, and Roland is how much of their trees are centered around a particular weapon type.
With Lilith, elemental weapons come in ALL types of weapon, and various types of damage. And her skill tree only has one skill centered around them specifically if I remember.
I didn't play much of Roland, because I didn't like having to babysit the turret while it barely helped me aside from pooping ammo. I'd rather snipe from a distance, or rush in and out of the fray causing aoe pain with Lilith.
Also having daze proc on my shots, among many other skills on her list is really OP.
None of the classes in the second game were as fun, or as OP as her. Which may be a good thing. I haven't played Kreig though.
So basically, no matter your playstyle Lilith will have something for you. You kind of need to want to limit yourself in certain ways to get the most out of the other classes imo. Whether its the weapons you will be better off using, or the methodology in which you approach a fight. Nothing compares to the ability to ninja escape a losing situation, or even the simple ability to cover a lot of ground quickly when you need to. Adding in the fact that you can wreck everyone's shields while doing so AND healing yourself in the process it just gets better.
If you want to be able to solo farm the hardest boss in the game without abusing cheap glitches then she is also pretty much required. At least for me anyways, and its really intense to do it.