I've been playing for about five months now, and I've just started a new party. So far it's:
Fighter
Samurai
Ranger
Gadgeteer
Bishop

The fighter and samurai are gonna tank it up front, the ranger shooting with bow/x-bows from the middle, where gadgeteer (omnigun, gadgets), and bishop (learns mostly from books) are too.

I'm kinda stuck about the last member, though. I want to have either a rogue or a ninja. They can learn PP (gadgeteer knows L&T) I like the rogue's auto-backstab, but I like the novelty of the ninja, as well as their Criticals. Any advice on this, or what races I could use? Thx.

IMO, try ninja, they can also get critical. and went you pump up their stealth skill high. you don't have to worry about him getting hits anymore.

Or be bold and go with just the 5 you named.

Looks much like my last party (6 chars, no RPCs). Except that i had a Lord instead of the fighter, but he was the most useless of the group.

My sixth character was a bard. I find bards very powerful in early and mid game. He has some useful party buff spells, and a very early heal all, which helps a lot with only one real spellcaster.

Which races? I'd use a mook as a ranger. You'll know why, if you already killed a death lord.

Mook Samurai wouldn't be too bad either for the same reason ;)

Looks like the party I'm running now, except with a ninja (faerie at that) for the fighter, and a bard.
Always take a bard along. They're too good.