A warrior with a few mage spells is probably the simplest and easiest option. If things get too easy you can always choose a handicap (don't use charms, etc) or increase the difficulty setting. If you don't do a lot of reloading to get the best possible stats on equipment, you probably will not have to worry about the game getting too easy (though it does tend to get easier as it progresses).

If you like playing mages, that is certainly a viable option.

A pure assassin or thief based survivor is probably a little more challenging than the other options, usually done by those who specifically have an interest in playing that type of build. I think warriors are the most popular character, followed by mages.

At least for the first third of the game, or so, you have plenty of opportunity to adjust your playing style. After that you can still make changes, but if you don't keep some stat / skill points in reserve, dramatic changes might be difficult and/or slow to make.

If you want to keep your options open, you might want to start with a warrior. Mage spell books can be bought, and you can get mana boosts from equipment or charms if you want to start doing magic (or simply use more restoration potions). A mage would be more difficult to turn into melee character. A survivor can move in either direction (would make a better warrior than a mage would, and better mage than a warrior, but obviously not as good a pure warrior or mage than those classes themselves).

If you get stuck or bored or wish you had developed your character differently, you can always use iZakaroN's SaveEditor (or from Kiya's site, with description) to redistribute your stat and/or skill points. It requires a bit of hex editing, but you can even change your character's class (Some more hex offsets...).