The Death Knight's armour class improves with his level, and he starts out with mostly higher resistances.
So wouldn't it be logical to make him a wizard with high armour and resistance levels? That way, the armour you pick up, mostly with strength requirements, which cannot be worn by him anyway, can benefit the hero character, which you would make a warrior as to meet the STR req's... If you want to go for a wizard/warrior pair, of course.
(Okay, lost myself there.)