I would say that some part thief is pretty nice for a first time through since traps are everywhere, and it can be pretty frustrating to keep dying or taking terrific damage if you haven't, in some way, memorized where they are and what they do. either that, or the tedium of self-buffing all the time.
Cleric/Thief, Fighter/Thief, Mage/Thief multiclasses are all quite nice (esp if you have ToB), but others probably will know more about this than I.
a swashie, as mentioned, will become quite adept in melee, more tankilicious than many.
enjoy your soloing!
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