You "should" play what you "want" to play.. there is no help there we can give you in that regard. There are no fixed classes in the game. You can skill any class however you feel like, including the npc companions. Class only defines what your dudes start with, not what they can learn.
And when you want to do a rogue that can cast magic and swing 2 handed weapons.. well feel free (though he'll do neither very well). NO combat becomes impossible because of it, but if you don't have magic at all on any of your characters the game becomes very difficult. But I think you could get through just with scrolls, arrows and potions even if you had 4 completely useless characters ,)
Having 1 char that can use fire and ice magic is very useful though
