In games where you are given a class choice, for me, it depends on what's available really.
In Oblivion, I'm a Knight class who strictly focuses on getting the job done by killing up close with big weapons. And obviously, I'll use the bow for long range damage if necessary.
In Fallout, I'm a simply the evil guy who can swindle his way out with speech skills sometimes and other then that, just blow stuff up with small arms and medium size guns, and my demolition skills.
In WoW, I'm a Paladin which I have to say is my favourite class because of the combination of attack power and magic use. It's definitely a class I like.
In Dragon Age, I like Warriors because there's versitility. You can either do a typical sword and shield tank style, a damage dealing 2h weapon style, or an interesting duel weapon deal (ya, it's more for rogues, but Warriors can rock it too).
In Mass Effect 1 I prefer the Soldier class because of the versitility of weaponry, Saren's a tough cookie to beat without a variety of weapons if you don't know how to distribute points to your biotic or tech skills properly. In Mass Effect 2 however, I love the Vanguard because not only do you have basically the same arsenal as the Soldier but you have biotic powers that dwarf most other classes.
However, if I like a game, I go back and reply other classes too.