I have always preferred a class that allows the most flexibility and versatility possible, which depends entirely on what system/game you are talking about. I want my character to be able to do it all.
Use magic...check. Do some healing...check. Hold your own in close combat...check. Thieving abilities...check. Animal companion...check. Ranged weapon...check. As soon as I learned about multiclasses in 2E D&D, I wanted to play the Cleric/Fighter/Magic User. Or the Fighter/Magic User/Thief. Although, my preference might have been Druid/Magic User/Thief (if I had been allowed to try that).
So, if there is a custom class, jack of all trades class, no class/learn what you want, or multiclass option, I am going for that pretty much every time. Let me pick what I want to do, when I want to do it.
If I could only pick one specialized class in a particular game, I would either pick a magic user or a thief type. And if I knew absolutely nothing about the game ahead of time, I would probably choose the magic user, but after playing for a while, I might very well restart and switch classes, depending on what I learned.
I am a chronic restarter and seldom finisher of games. Apparently, I have commitment issues.