If you havent already made your character you might want to consider duel classing a theif with another class, probably warrior if you want to be able to take a little damage.
I always play the roguely type as their what gives me the most satisfaction, especially in BG2 though. I'll tell you what, nothing beats sneaking solo down into a dungeon and into a room full of bad guys, backstabbing one of them (crippling or killing them) then ducking around the corner, rehiding and waiting for their friends to arrive so you can do the same to them.
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Glip the Gnome
"Where's My Pants?"