Depends on the game.
For Origins and the associated DLC, my favorite class is, hands down, the rogue. Specifically, a stealth-and-sneak rogue who can pick locks, disarm traps, move unseen past enemies, and use a bow in a pinch. I haven't found much use for setting traps or using poison yet, but other than that I find a classic rogue with the Assassin skills to be by far the most powerful, fun, and versatile class to play. I built my Aeducan on this model (basically, another Zevran with less poison use and better lockpicking), and I expect it will be my default playing style going forward, although I do like the idea of trying to play a more pure archer at some point.
Since I enjoyed the DA:O rogue so much, I decided to make my first Hawke a rogue as well... and I found that I didn't like it nearly as well. Stealth is far less useful in DA2, especially in the earlier levels, and my Origins rogue style also depended on easy switching between melee and ranged weapons, something that's a lot more trouble in DA2. Add to that the lower numbers of pickable locked doors and treasure chests, and suddenly the rogue becomes much less appealing.
So in Dragon Age 2, my favorite class to play is the mage. Normally, I don't much care for controlling mages in Western RPGs -- I find it too fiddly, requiring too much micromanagement of specific spells, not enough "beat on the enemies until they die" options. (I restarted my Alim Surana playthrough last night, and I was displeased to remember all the reasons I wasn't so fond of his game.) So I usually prefer to leave my mages in the back of the party and let them run on tactics. But I actually found controlling mages in DA2 to be a lot of fun. I've long been a fan of area of effect attacks, and the DA2 mages have a lot of them, especially within the Force Mage speciality. Although I haven't played a warrior Hawke yet (that's next on my list), I think I can safely say that I'm really looking forward to being a mage again at some point.
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