Solider because of the wider variety of weapons (mainly access to assault rifles) also the health regen helps a lot. In the first game the need for tech and other abilities was easy to find in the squad mates.

Adept and engineer are great if you’re looking for a biotic or tech heavy play style respectively

Infiltrator is the best at picking off enemies before you are in their range or a blip on their radar.

I only really played Soldier as a kid.

I gotta do a biotic playthrough

I don't really have a preference but in MELE I played Engineer a lot just for the sake of that one Omega interrupt :p It also depends on the game for me, i. e. I find Vanguard to be more fun in ME2 than in the other games while Engineer to me is the most fun in ME3.

To be honest it's all just fun learning all the different playstyles

Sentinel in me1: jack of all trades, especially when given the assault rifle training. Bastion makes you all but Invincible.

Me2: very limited in powers, SMG helps ease the problem of lack of firepower until the training is available, tech armor that auto cooldowns your team is Top Tier.

Me3: jack of all trades again, tech armor loses its God Like abilities for decent DR and buffs to power damage. All weapons training gives good damage and variety and fire grenade or ammo powers help boost your lack of weapon bonuses