It really depends on how you want to play. Do you wanna be a space wizard or a space marine?
My favorite play style in the trilogy was always biotic heavy, you're incredibly powerful (especially in ME1) with it, throwing enemies around like ragdolls. But it's a slow start, as in the first 2 games if you go pure biotic (adept) you are restricted to a pistol, which some people might not enjoy. Personally I found pistols to be the best weapons in the game, a great mix of range, accuracy, rate of fire, and damage. By mid game you'll be getting pistols that can put down even geth primes in short order.
There's definitely merit in being a soldier for access to better weaponry though. They usually have great crowd control mechanics and better damage resistance, but no wizard power. Generally the more wizard powers you have the more squishy you are.
I never played engineer or other hybrid classes much but I'm sure they have upsides. Vanguard in particular I hear is a very good hybrid, high risk high reward play style. Lore wise I definitely prefer biotic classes because you get a unique perspective on how mistreated biotics are in the ME universe.