The only MMO I ever got into was WoW, and that was only for a couple months, after which I was completely burned out on it. When I did play WoW, I tried a warrior first, then a hunter (which I noticed are the first two on Jen's list). I enjoyed the hunter the most, just because I like having a pet that draws agro while I can hammer on the mob. There's still a dormant account with a level 45 female dwarf hunter named Toonia on the Thrall server. Like Jen, I really preferred something that I could play solo.
In general, I find that the character/vehicle/whatever that I choose in a game is more of an alter-ego, and doesn't reflect my IRL personality much. I prefer offensive capabilities over defensive, and capabilities that are rather simple and blunt so I can tear through things quickly. In racing games, I opt for the vehicle with high top speed but low acceleration and handling, which means it's harder to stay on the road and there's a high penalty for collisions, but if you can avoid that you really fly past the competition.