Assassins, rogues, scouts, snipers, rangers or thiefs, just any type of stealthy character but always one with high speech/charisma/whatever similair stat to talk myself out of sticky situations (when cornered or discovered and stuff). I'm also, usually, a good or neutral guy: mostly in for the money, but when faced with a choice, I go for the good option.
Lately though, especially in more free and old-school rpg's (like Arcanum, Planescape and Fallout 1/2) I've been going for 'Captain' style character; high melee and charisma to lead others into battle (and soak up the damage for me).