Engineer would be a good choice, just set a level 3 sentry at my house, and I'm good. Even when we leave the house, he still has a shotgun.
Heavy is also good, because if someone somehow manages to avoid death by his bullet spewing Sasha, he could still pummel them with his bare hands. Plus, he has an unlimited supply of magical healing sandviches.
I wouldn't trust the spy with my life for a second. For all I know, he could be working for the person trying to kill me (if not, they could easily buy him off). The other characters would probably be loyal to me for rescuing them from a life of constant killing. Except maybe the soldier. He loves killing too much.