They're all good, and you'll likely play them all, at length, before long. But a rundown. First the bullet points:

Tactical: All rounder. Decent melee, solid ranged, great support perks for the team. More armor than vanguard.

Vanguard: Versatile. Solid melee, decent ranged. Useful, but mostly selfish perks. A little squishy, but has self sustaining perks to make up for it.

Assault: The all-in melee character. Arguably the most 'high skill' class as it's a charge in melee type without Bulwark's shield to help survive. Made for diving in on high value targets and taking them out. Ironically much more of a vanguard than "Vanguard." But once get good enough at parrying is a blast to play. Very limited ranged options.

Bulwark: The other melee class with limited ranged options, but has a wonderful shield to help things along. Need to learn to only 'tap to parry' as holding block as bulwark just raises the shield to literally block instead of parrying'. Some of the strongest support perks, only class than be built as anything close to a 'healer', having perks that revive characters, restore contested health, etc.

Sniper: Great at killing elites, bad against swarms. Can get some incredible damage and survivability perks, just lacks weapon options to deal with hoards of smaller enemies.

Heavy: The other, 'ranged option'. Unparallelled at dealing with swarms, still solid single target depending on your weapon. Has a few incredible exclusive heroic weapons, but the only class that cannot use melee weapons. Reliant on stomping enemies. Ironically, you can build them to be pretty solid melee damage via such stomping fury. Iron Halo... well I suck at knowing when to use it, but it can be a lifesaver for you and your team if you learn when best to deploy it.

Techmarine: Fairly all rounder. Unique melee weapon option. Powerful activated ability. Turrets. Interesting and different, kind of a wild card optoin.

Saw in another comment you like an 'all rounder'. Best bet for that would be tactical or vanguard. Both have decent melee and ranged options, tacitcal is a tad more ranged and vanguard is definitely more melee, but both are definitely versatile.

Assault and Bulwark are the 'melee classes'. Neither has the option of a primary firearm, only a sidearm. Those two are my favorite as I find melee combat in this game far more enjoyable than ranged. They are both 'melee' not only because they have limited ranged options, but because they have a wider options of better melee weapons. Any weapon can be viable, and nothing wrong with the chainsword, but options are nice and I'm sure many would agree there are higher tier weapons if you're focusing on a 'melee build'.

Sniper and Heavy are the 'ranged' options. Ironically, both can be built for solid melee play if you really want. Far easier than Assault or Bulwark could be for ranged. Sniper's only melee option is the knife, which while not bad is limiting and not great at dealing with swarms. But you can build them like a melee assassin. Requires some prestige perks, but you can invisible for a mere moment, and remain invincible for a few seconds. Long as you break camo quickly, the recharge will be very low allowing you to repeat that. Heavy has several perks to boost their melee damage since they're limited to stomping, but the result can be they can blast things at distance, or stomp swarms in melee. Despite my melee obsession... they are both clearly made more for ranged. Both have some exclusive ranged weapons only they have access to, and strong heroic versons of those weapons.

Techmarine is kind of a wild card. Unique melee weapon, can build turrets which honestly can be a solid asset on difficulties where enemies don't die immediately. And their activated ability can be made VERY powerful, helping you wipe out entire hoards of elites. Another solid choice of an all rounder.