My personal favorite was Mage, because that was the easiest class for much of the game, and especially at the start. However, with mages, you don't need a lot of stuff, and I kinda missed that. So my second favorite was fighter. A fighter with a cold blade (has frost ability on it) is something to be feared. Some have said it makes the game too easy, but that didn't bother me
I did try the survivor once, but found it a kind of blah class.
As others have mentioned, outside the class specific special ability, all skills are available to all classes. So you can develop your character as you see fit. I generally took one level of the meteor spell at 2nd level for non mages; it was helpful in going through the first dungeon. Everyone used a bow down there, too. After that, my mage stuck with spells, while the fighter and survivor continued to use bows. They also learned the freeze spell, which is very handy in many situations.
The one thing I'd suggest is that you do all the in-town quests before heading to the outdoors, and you do the "arrange the escort" quest as soon as possible. After that, you can relax and explore as you please (there IS a time limit on the escort quest). The game is not very linear. If the area you're in seems too tough, go somewhere else and come back later.
Nightowl2