I tried all classes troughout the trilogy. ME2 is so different from ME1 in types of combat that you even can start anew here. As for ME3 they went this path even further as you can play each class in absolute different ways.
That being said, all classes are damn fun and unique.
I always had the most fun as a vanguard/novaguard/meleeguard, aso. It is fast paced, rushing, adrenaline kicking.
The soldier is so rediculously easy in ME2 with the heightened AR and the Mattock, as your fingertips resemble the rate of fire and this is not reduced by AR, effectively doubling the Mattocks Damage.
Cerberus and Geth are the engineers favourite, as nothing is so cool as to turn your enemies against each other. Plus Sabotage's tech dmg buff is awesome.
The sentinel was good in ME1, indestructable and variable in ME2 and even more invulnerable in ME3, like really invulnerable, properly specced of course.
I always find myself in the midrange or cqc situation, cause I am an awful shot. The Infiltrator can handle a shotgun just as good as a Sniper while cloaked.
And the Adept.... well ME2 demands you to choose your Bonus Power and Sqaudmates wisely, optimal synergy is the difference between fun and frustration with the Adept, as most of his powers rely on the enemy's defences being stripped.
To each his own, of course. My fav will always be Vanguard 'in ya face' style, but all classes are fun to play, doing it not by the book too.