I'm leaning Rogue.
The Rogue (Thief) is certainly a good choice, but the beauty of this game (like the
Quest For Glory series before it) is that you can go back and play as Brigand (Fighter) and as a Sorcerer (Magician), with each path having their own different side-quests and story elements.
I recommend that you play through all three characters paths to get the full 'complete' experience!