Which is my favourite depends on my mood of the moment. It varies which I play more (if I play at all lately
).
But I agree, often I choose a thief, it's a fun class, though maybe slightly harder to play than some others.
Maybe an overview of my opinions:
Paladin: good fighter who can last longer than usual in large battles against npc's (e.g. hordes of low level goblins). Role play could be easy, but prohibits you from doing many things you may want to.
Dark Knight: also a good fighter, but better suited for 1 on 1 combat, rather than holding off larger groups. This will also cause a DK to require ticking more. Roleplay is basically the same as a paladin, but you're supposed to do the opposite. I recall failing miserably soon after I started a DK by helping out another player... Can be fun to play, if you do it right.
Fighter: maybe a bit boring - hack&slash and bragging about it. Much harder to roleplay, but if you can do it right, it just might break the boredom
Thief: not very strong in combat - backstabbing may give an advantage, but is risky. If you're looking for some quick levelling, a thief will not be your choice. However, enduring the first levels (which are always harder) may give some great rewards - the unique skills of the thief will become actually useful because they start working a bit more. Roleplay may be easy - everyone will hate you (unless you play the goody goody thief that only picks locks for the good people - which might turn out erm... boring). If you like causing mischief and confusion, and staying out of it yourself, a thief is your class
.
Druid: Boring! Not too much hp, not really much mp either. Hard to roleplay as well - do you really want to stay away from the towns ? I haven't been to high levels - I think it might get better then, but in the first levels, it's terrible. (notice how few druids are wandering the lands...)
Cleric: I don't think I've any experience with them. They're the most durable in combat - they'll easily outlast a paladin and maybe even pvp combat. I think roleplay would be boring - always preaching, but not with the sword, like a paladin does
.
Ranger: Can be powerful in 1 on 1 combat, but don't last too long when assaulted continuously. For roleplay it's basically the same as a druid, maybe a bit more combat orientated.
Mage: Always wondered why this class is more abundant than alchemists. You won't easily run out of mp once you've obtained a decent level, but you need those extra mp to bind your foes so you don't die. There are many ways to roleplay a mage though: there's the option to be more passive, taking on well thought of fights, or you rush into everything you see with magic blasting all around. Or anywhere in between. A lot of choices, so rp wise, it's a versatile class.
Alchemist: Much like a mage, but less dependant on binding because of more hp and armour. Less mp perhaps - but much less risk of death when you run out!
Assassin: A bit stronger than a thief, but lacking some of the special abilities, which might turn out boring. Still not strong enough to match a real warrior in combat. Hard to roleplay, and you will be hated by many...
Barbarian: If you like easy combat without worrying about any magic, by all means, the barbarian is your class. For roleplay it's much like a fighter, though maybe with more emphasis on 1 on 1 combat with greater foes.
Monk: Unable to use much weapons, unable to use most armour - how boring does it get ? The most interesting happenings are "oh cool, look, my fist now hits for 1 more damage" and you have to work hard for that too. Maybe at higher levels the monk gets more interesting. As for roleplay, it's a solitary character. No grouping, no bragging, no drinking, no women... If you don't like grouping, but like to do things alone, this might be the class you're looking for.
In the end, any class can be fun - it strongly depends on how you play it. Pick something you identify yourself with, and you'll be playing an alter-ego in a virtual world