Generally I run one of each, upgrading it to 2 assaults and 2 snipers. Assault really are quite excellent - Run and Gun is their best ability, yes, but they also have Rapid Fire, which lets them be sure to kill just about anything, Lightning Reflexes, which makes overwatch a non-issue, and then there's that one where they shoot anything that moves within 4 spaces of them, making them a defensive line as well as an offensive one. And they get a straight up defensive bonus, if you give it to them. Run and Gun though, is amazing, because positioning is what XCom is all about, and Run and Gunning handles that neatly. That's also why Snipers are so good - Squad Sight, in most circumstances, removes the need for positioning.
As for Support and Heavies, for Support they've got a lot of neat abilities, but they're either not good enough, or not ones I need 2 of. I don't need 2 triple medkits, I rarely use more than 2. I don't really need react-to-shooting overwatch, because if I can see it, I'm often better off just shooting it. I don't need 2 smoke grenades, and more often than not, I don't need one. And as for suppressive fire - handy, sometimes, but I don't need too much of it, because often, I just need my support guy to shoot. Heavies are good - it's just that their strength, the rocket, i often a gamble I don't want to take - either it's being used against small guys, and it'll destroy resources when it kills them, or it's being used against big guys, and it won't finish them off - and in that situation, I'd rather have another shotgunner, who can kill most anything, than another heavy. Against the big robots, they're useful - but they have so much bonus damage against them that 1 heavy is all you need. And then there's double-attack or suppressive fire - which are really handy, but not enough to supplant the sniper or the assault.