I would also recommend playing a mage.
While the Arcane Warrior/Blood Mage or Spirit Healer/Blood Mage specialisations are really awesome, I personally favour Arcane Warrior/Spirit Healer. It fits my style better and since this is an RPG, I don't really feel like being a douche (in the lore of DA, being a blood mage is like eating babies).
But I'm biased, I always play mages, of course I'd recommend it.
Maybe someone else can educate you on the merits of playing as a rogue or a warrior.
As for your team, DoPo nailed it.
I do have some stuff to add however.
Tanks like shields. You get a total of 3 warriors as companions, one of them already is built into shields and the other two are two handed beasts. There's nothing wrong with having a two handed tank, in fact, fights are probably faster, but shield build is not too shabby and lets the tank keep aggro of you/your mages longer.
You can get two rogues as companions, both are useless in some respects. One of them (shoes? I LOVE shoes!) is pre-built into ranged, which absolutely shitty. She can, however, open locks from the start and can buff your team. The other one is actually not that bad, combat-wise: a classic dual wielding assassin. But he won't be able to open locks until late in the game, since you get him some time into the game and he doesn't have ANY points put into this skill.
You get two mages. One of them is a healing machine, which is really nice, and the other is a killing machine, which is also nice. The killing machine's problem is the fact that the specialisation she comes with is absolutely useless. Oh, and she's also a ***** and disapproves of most of the things you do. Which is bad, because if she disapproves enough, she can throw a hissyfit and leave for good.
Oh, yeah. You also get a dog and a golem.
Dog is meh, unless you're playing on the PC and get a mod that allows you to have him around all the time without taking a party member's spot. But then you have to adjust difficulty one higher to compensate for a bigger team.
Golem is actually pretty versatile in combat, can be either a tank or a melee beast. Or throw big rocks at range.
Questing order.
In theory, there is no fixed way to go about the "travel all over" part of game, but I find that the most efficient way is Mages --> Humans --> Dwarves --> Elves. The last two can be switched, but Mages and then Humans is a good idea. You'll just have to trust me on this, because if I wanted to explain it better, I'd spoil you the story.
Mods.
If you're on the PC, you might want to look around for some mods for the game. Some are pure fluff, like prettier textures, more hair styles, vibrant colours, but some can be more useful, like aforementioned additional slot for Dog in your party (but really, you need to adjust difficulty then) or ability to respecialise and reset skillpoints for you and your team.
