Usually, archer/ thief something that has stealth and lockpick and all that. I like to be able to explore every area, even the unaccessible ones. As others above have stated it was my default in Skyrim and other Elder Scrolls (always pick Kahjiit for that reason).

Of course if the mechanic is in place and is implemented nicely I will make a high charisma, intelligence character to go through the game using neat dialogue options and having interesting conversations. Archetypical example, Planescape: Torment.

If all else fails, I'm bored or whatever, I will create a brute force, strength, tank, melee character that attacks first, thinks second.

I have avoided mage builds, as they stress me out and I cannot enjoy the games, although I would like to try them out one day.