If I'm playing through a single player campaign, I'll pretty much always opt for the basic tanky-warrior character, because I'm less likely to die. So, in Mass Effect I play the Soldier and in Dragon Age, I was a warrior with a shield and one hander.
If I'm in a multiplayer situation (such as during the spates of when I play WoW), I like to choose a hybrid melee/healer character, which pretty much just happily heals everyone. I hate tanking when other people are around. Just. Bleh.