No matter what kind of game, I always go for any class that puts the most range between me and my target. Really, there's no need to risk getting up close and personal when you can cause just as much mayhem from afar. In shooters, I'm a sniper/rifleman, in RPG's, I'm an archer/magic user, in RTS games, I use siege weapons.
Sneaking is also very important in games that implement it (and implement it well). It's the only way one man can take out a dozen others in a safe way.