I've had lots of fun with paladins (of all varieties), mages, and fighter/thieves. I'm extra-partial to cavaliers and sorcerers, though. Fighter/thieves are great because you can backstab but you also get more than one attack a round, and you get a better THAC0 and better saving throws with a multi-class, and the only thing you lose is skill points that would be useless anyway. Locks, Traps, Traps, and Illusions give no benefit whatsoever at levels over 100, and Pockets and the stealth skills give only minor bonuses. In TOB, a single-classed thief quickly becomes redundant.
Paladins are great because they get extra-double-cool items, mostly, but they get some other bonuses too. And it's nice to be a goody two-shoes once in a while. For me, though, the greatest is the mage-types. With three separate sequencers and two contingencies, plus time stop and a wide variety of spells, there's almost nothing you can't do. Wild mages also get some crazy stuff, because of Nahal's Reckless Dweomer. The fact that you can cast an 8th-level spell as early as chapter 2 is just absurd. If it works, that is.