I tend to go long ranged or sneak. So, using CoD4 as an example, the class I use the most (assuming I'm playing Hardcore) is either Sniper-Silenced MP5, Claymores, Overkill, Dead silence, or the same thing split into two classes, one for each gun, with UAV Jammer instead of Overkill.
Also worth mentioning, I always set out to be a different kind of character every time I play Fallout 3, but damn if I don't always end up putting all my points into Sneak, Lockpick, and Speech.