Rogue or Ranger, it's the same in most MMOs, and then I roll a healer alt. I've just been playing the Rift beta however, and instead made a Cleric (healer), turns it out it's crazy fun in PvP, so if/when I buy that I'm definitely making a Cleric main character, which is a change from what I've usually made first in the past. I'm getting bored of Rogues, and how everyone QQ's over them, and Rangers seem to be gimped in everything, or have some bullshit support roll where they poison people. I used to love having pets too, I fucking hate it now, because (for balance sake) they have to gimp the damage you do with your bow so that you AND your pet do the same damage as another class. I do kinda miss having a pet named Bagels though.
EDIT: I'm talking about MMOs here obviously. In single player RPGs it's usually a Rogue because they're not at the will of some pissed off devs that play Mages. Plus, I really like stealth in single player games, even the shite stealth off Oblivion I found to be awesome.