I've only been a Dalish elf Rogue. Lockpicking was super useful. I'd be crying constantly if I didn't have that! I think Rogue and Mage are my favorites. I like being a Rogue, so lockpicking is easy, and then having a Mage I can play as and control. Warriors are alright, but they die too easily.
I'm currently ...halfway through Awakening? Just a guess. I've met Sigrun and defeated the colony of Broodmothers. I haven't defeated the main one yet though, nor have I met Justice or Velanna.