I'd stick to your limits.
I started with a "mutt". (Jack of all trades) Gets boring pretty quick.
I then started my thief, giving him a back story, deciding what he was and was not capable of, and I have stuck to it. He never uses heavy armour, even if it means success vs failure for example. If he can't hack it with what he's limited to, he runs away until he can.
It's one of the funnest characters I've ever played.