For me its without a doubt 'Soldier' I love that you can use any gun you get your hands on as a Soldier and the grenades as well, and the straight forward play style works best form me...
I'm also a Soldier, I've tried others like the Sentinel and Adept but none of it suited me quite as well as Soldier. The other classes rely on skills that need recharging too much.
Soldier is pretty much a tank. That's what I played the games through as but I wanna go back through and play as a biotic type class.
I've always played Vanguard. Not as much of a tank as the Soldier, but access to biotics more than makes up for it. There's also nothing more satisfying than the Charge/shotgun combo.
Engineer is my favorite class. I love the subtle call back to classic black mages fire, lightning, and ice through the Incinerate, Overload, and Cryo Freeze abilities. The N7 Paladin is my favorite class for multiplayer in ME3 for this exact reason.
I mostly play Vanguard as well. I love the up close and personal approach to battles, the way you must always be aware of good cover and Vanguard powers are really flexible and cool to use, in my opinion.
I think Engineer. I love the effects of overload, pull, cryo freeze, incinerate etc. I'm also into mage-ish type of classes. So that's probably why I like it. I find full on gun shooting just boring unless it's multiplayer. But seeing effects on mages/engineers makes gaming alot more fun.
I always faved Vanguard. I like pistols, I like using magic/biotics; did you tailor make this class for me?
Sentinel for me. It's versatile, you have access for both tech and biotics, and generally can get by on your own without much trouble. And the tech armor looks so good, I stuck to Sentinel for ME 2 and 3 and did not regret it one bit.
Vanguard for the win. I always loved throwing people around with my biotic powers before plugging them in the back with my favorite shotgun. I know I should try the other classes, but I just can't help myself...
I started my first save on Mass Effect 1 with a soldier and an idea to go through my usual first playthrough as a grunt, warrior, but I just had so much fun with it that I decided to keep on playing like that through the rest of the series. I like shooting people.