I guess it depends on the game and it's difficulty, really. If we're going by a game such as... Oblivion, I like having a rogue/thief/agile type character. I've found it difficult to play as a mage, or a strong warrior person. Gimmie the light armour, any sword (preferably without the enhancements because I like repairing my own weapons), and minor spells any day. My main character in Oblivion is maxed out in agility, acrobatics, and blade, so she's very quick and handy with a sword. Slowly getting there with destruction magic, but it's always handy to throw a ball of fire at far-off enemies.

I've never been good at playing a designated healer, mage, or marksman. I'm always too late with the healing spells, I never have the patience to master magical skills, and I'm rubbish with a bow and arrow (aiming is fine, but I prefer to be up close and personal - especially in fast paced battles).

In games like Final Fantasy when you get to pick a role or class, I usually pick a mix of Warriors and Mages... in my FFI game, I played with a Warrior, a Thief and two Red Mages. Little did I know that having two Red Mages would screw me over when it came to getting a few high level spells, but it worked for me.