I enjoy and favor:
Sniper - For I always enjoy sniping in games, it just brings a smile whenever I get the sweet satisfaction of "Boom, Headshot."
Spy - "Mentlegen? I seem to have stabbed you in the back. You haven't seemed to notice either, so I'll get back to sappin' your sentries and stealing your medic's heals." Also, it feels great to have tricked and infiltrated a group to eliminate them all, slowly.
I'm pretty mediocre with all the other classes, except Demoman and Engineer.
I'm fine with the Engy, I just prefer more front line combat instead of "Spy's a sappin' my sentry!"
As for the Demo, I just can never use Stickies right, or angle the arcs of normal bombs.