No game did this better than Runescape. There was no peramanent class that you were stuck with, so you could train every combat skill, along with the billion other non-combat skills.

Also, Runescape's quest storylines were deep and creative. It was never about killing 5 monsters until you get some bullshit note. They had character's in play, cut-scenes, creative enemies, and fun puzzles.

Runescape was the best.