Sabin_Stargem: Paladin - Melee Fighter
Priest - Magic user.
Thief - Unlocks chests, ranged weapon fighter. More diplomatic.

Thieves are handy for getting into chests without being attacked by people, but are not too great at melee fighting or magic. I don't find their stealth abilities useful, aside from Thieving. This may change with more ranks, but that would be a while for me.

madgod.103: I know this is an old topic. But it might be useful for someone who hasn't made their mind about classes yet.
Thieves are cool. A bit hard in the very beginning (especially when you don't know tips&tricks), but have patience.
I play on Hard, no cheats, level 21, 150K gold - got lucky (with some reload+patience at completing the blacksmith quest) to get throwing weapon cost 100000+K and selling it to him immediately while overfilled with joy. Do not do the latter - instead go and sell it to the herbalist woman - you'll get better price. Just make sure you don't get mugged on the way... kidding. :)

I'll try to pinpoint the facts and tips I found in no particular order. Whatever I haven't mentioned then either I forgot or have not idea (haven't tried).

* Upon creation take Heretical Magic - this one I haven't got yet - the rest can be bought.
* Don't bother adding points to strength and melee combat and (optionally) armour use.
* I pumped up speed to 10 upon creation and added a bit to constitution and intelligence, the rest went do dexterity. Speed is important since you are going to run around and from your enemies a lot! But don't put any more to it - wait till you can get stat boosting items!
* Bows and arrows are your friends. Always buy arrows +12 magic damage - don't bother with others. Re-enter the shop if you must. Find the shop that sells them cheaper. NEVER use non-magical arrows, sell them. NEVER use throwing weapons - they do bugger all damage.
* Prepare to buy a lot of arrows+12 every time you are in town, remember - they are your friends!
* At first I needed two bows because the 1st bow was breaking before I returned to town, but now when my damage and to hit improved I rarely use the second bow, instead I use them interchangeably just because they seem to deal good damage to different types of creatures.
* Find a bow with extra damage ability - damage is everything!
* Pump up Dexterity as much as you can and some Intelligence + Perception to find things and traps. I actually pumped up Intelligence to 38 while Dexterity was still 20 just to be able to find all traps and loots.
* Perception and Thieving are MUST - no hassle opening chests and disarming traps, finding hidden loots. And you get XP for that! Note that somebody says it is not much, but think this - plenty of traps and locked stuff out there and the XP is not reduced as your level goes up (as for many monsters it does), so IMHO it is a very good source of very welcome extra XP!
* When you make a potion of attribute from the devil's root you might want to reload until it is Dexterity and stash it (optionally). I heard (not confirmed) that when you hit an attribute limit you can use these potions to pump the attribute up above the limit!
* Stealth is AWESOME! Allows you to bypass annoying next-to-no-XP critters (doue to your higher level) while running around and to tackle some hard fights and to escape in the middle of combat when things go awry.
* The magic where the levitation spell is has to be pumped up to 6 as well. Is it Magic of Miracles?
* Need good equipment. Waiting for some equipment with +X to all stats and +Y to all non-magic skills to appear in a shop is a very good idea.
* Do not complete the potion of longevity quest too soon - the herbalist woman gives you the absolutely best sell/buy/repair price, but if you offend her the price will become a bit worse, though still the best, I believe.
* Do not put any points into Identify skill - the Sixth Sense will identify everything in your inventory with a single cast.
* I found Stealing is a waste - just pumped it up for the test (I have about 24+ unspent skill points and 40+ unspent attribute points for that, just in case I reveal that I need something NOW, not 10 levels later) to 16 and couldn't steal anything in the town from a few people. Needs more thorough testing to be sure though.
* Pay attention on yellow items you can get - boots and 2 rings so far for me. It is possible to save before talking and then reload until you get this precious +14 to all Attributes or +2 to all non-magic skills and something else too! Eats time, but with luck you can be done in as soon as 10 minutes, just don't be too greedy. I have realy moderate boots - since I had not known about this trick when I got them.
* Combat things one-by-one. It is possible, though a bit tedious, but gets easier as you grow. Do not hesitate to reload if the combat went too awry and save if the combat is progressing good. Have lots of saves. Now I have already 360+. The spell-casters (including those range-poisonous spiders) can be kept at bay by keeping the distance from them where you can shoot from but they still 'too far' to cast spells at you. Remember all enemies slow down after certain amount of damage and then they are just walking targets. :)

Well, hope that will help somebody.

zwolfy: Also, is the plot and ending different for each class?

Kovi: I didn't play the game as a paladin, so I can comment only on this question. The overall plot and endings are the same for all three classes. There are just some differences in dialogues, and promotional quests are a bit different and given to you by different characters.