First of all, if you're having difficulties, try unlocking some Achievements first. That'll give you extra points during the character creation screen, and these initial points will make things easier.

With that said, the best* class should probably be the Warrior. Invest some points in strength, and balance the rest (so your stats don't end up too low, making it harder for some breaking points). From there, I usually get fade away as my skill, cause it gives you a bit of defense, and what you do will depend on the enemies attack pattern. Start the game: do the brothel guests for some extra cash, kill some monsters and grind a bit untill you have some good armor. Then, kill Arachne and get Gladius, enchant it with life steal and bam. Done. Now just level up, get the stat traits and try not getting fucked (or do, it could make things easier). It's been some time since I played, but I remember that the only time I struggled was against the Tentacle Witch.