Depends on what you want
Wizard - biggest dmg in game (good for unique hunts) and stuff ,
but dies hell of alot in Pve/PvP
Rogue - big dmg too , full str and fast killing , but cant last long
in PvP ....
2Handed - what I perfer , dmg isnt too bad , its moderate with maddening
(400%) .... Can last long in PvP .... Iron Skin + Mana Skin + (if you chose Cleric as Submastery) Bless ... like 90 seconds of god mode + you can recast mana skin and iron skin 30 seconds after ....
Warrior is an overall easy build for a first euro char. You can't really go wrong when you can tank a lot and do awesome dmg at the same time. A maddening crit will kill int and int hybrids even with 50% snow shield. Quite hard to be really good in party play though, I suggest you get some 1h moves if you plan to party, it's not that much more sp.
Wizard requires a little more thinking in using the skills for PvP, but it's easy in party play, and the dmg is constant so no reliance on crits. Honestly, it's a better killer than the rogue in PvP, but can't take more than 2 hits...maybe 3 if you can survive 1 hit, heal after it and survive a second hit..after that, vigor or you are toast.
Rogue....probably best stand alone char, but it sucks pretty bad in parties since it's not very useful. Pretty much only to add some dmg on 1 mob, or protect the ints (which is not needed with a good warrior) or lure with fast shot, which again is easier with another warrior.
Rogue - high dmg with extreme (xbow, dagger), but low def, for pvp must make use of stealth, only needs to have 1 or 2 gap for sp farming, good for soloing, able to grind mobs 3-5 lvl higher than ur lvl (2 hit [make use of the range for xbow])
Wizard - work well in party or solo, super offensive att, able to grind mobs 2-4 lvl higher than ur lvl (one hit),weak defense, cannot survive long in pvp, need to farm 3 gap diff
Warrior - average offensive power, high def, however nt suitable for solo, hard to lvl when solo but onli need a 1 gap(with subclass), able to survive long in pvp and able to solo giants