Thanks for the tips kama. How many chars do you have and what servers do you play on?
Currently I have Dwarf War, Human Priest, Undead Mage, and Undead War, on Stonemaul (Alliance) and Dragonmaw (Horde) (all 60). And then on my friends account (we swap now and then) he has a NE Rogue, Troll hunter and Tauren Shaman, so i've played my fair share of the classes. As it goes, magic is the most fun, but the game is definitely catered to melee.
For your first char, the best choice is a rogue, they are great at soloing, and being able to stealth and vanish can help get you out of alot of situations you aren't ready to handle. Plus, once you're 60 you can stealth through dungeons to get right to the good items to sell to get some gold on you.
So, for your choices, if you want to WTF Pwn but still be highly valued in group situations, be a Warrior, but make sure you already have a 60 to be his sugar daddy, because a Warrior is only as good as his gear. If you want to just have a blasty blast dancing around, be a Mage, their range of abilities makes them so much fun to play, but expect alot of downtime. And if you just want to own face, but serve no real other purpose, be a hunter, or a warlock.