My experience with D&D is limited to BG1/2 and NWN1/2, but in those and almost every other role-playing game I've played, I am a thief/rogue. I was assuming I would do that here as well.
I like the feeling of being able to waltz undetected through an area, satiate my curiousity of what's in every chest or closet, and take anything useful or interesting (especially books--forget the gold, my library is missing a volume!) without anyone being the wiser. I like to imagine the look on people's faces later when they realise their stuff is gone and they have no idea where it went, especially if they were rude to me in an earlier dialogue. I don't often steal money from poor people in games because it makes me feel guilty, and I often help them out with what I've stolen from those who can afford to lose it. Plus, I like the finesse involved in picking locks and persuading people. No muss, no fuss.
That said, I've purposely been trying other classes in EA, and I may end up deciding I'd like to do something different this time. I grew to like my tiefling warlock, so I may do something similar (bard? sorcerer?).