THREADNOMANCY!!
Now that I have at least some experience with all classes except paradox mage (which I don't even want to try) and some wins too, I'm ready to form an articulated opinion. So here are my favourites in no particular order.
Psionics
Yes, both of them. I don't usually care TOME ranged combatants that much at all but solipsist has some interesting mechanics (solipsism), ranged options (inner demons, confuse/brainlock) and a huge variety on how to build your class. A fun and unique class. Mindslayer is kind of all over the place with its talents but I like it regardless of that. It's the only class I have two wins with. It's fun to have close or over 100 in every stat except magic in the end game

. And the bump damage output with reshape weapon + three mindstars is just...........no words, really. I don't mind the shield management.
Stone warden
Just unlocked this and seems very fun indeed. It's like a more interesting and more powerful version of a bulwark (although I haven't won with my SW character yet so we'll see about the endgame power). Its class trees seem very good but you can't unlock all of them so there is decision-making also going on. Stone alchemy rules.
Marauder
In the endgame incredible mobility with incredible damage combined with incredible unstoppable. Hope they get some defences when unstoppable goes because I don't want this to end up like rogue 2 but without traps.
Closely following these 4 are berserker and cursed.
So overall it seems that I prefer melee characters.