My personal choice for the first game is:

Hero = 1-H Slashing w/Shield; Trained in bow
DeathKnight = 2-H Slashing; Trained in bow

I let the DK lead most of the time and if there are Shadow Creatures, Skelton Mages, or anything else that runs away from you I have my DK fighting the melee creatures while my Hero picks off the things that run from you.

If you learn to use them as a pair for melee battles, and use them seperately for certain circumstances they are just a total killing machine.

Have fun...