This is a good thread about character creation, so I thought I might dust it off. I've just reinstalled DL for a second run through, and I've come up with a few observations about class choices.
As mentioned earlier, if you want the full range of spells available, you need to be a member of both the celestial and mage guilds. I'm a bit of a dabbler, so I like to be able to do anything I like without too much pain. Therefore, ideally I like having learning bonuses in every type of weapon, armour and magic. That narrows it down a bit
Someone mentioned the mage/adept/battlemage/enchantress/warwitch combination earlier. It's certainly a good combination for people who want to wear decent armour and focus on arcane and celestial magic only. However, it has no melee weapon bonuses at all and only one for nether and rune magic. It's a fairly specialised approach that would probably involve either using exploits to have hundreds of each spell book, or a lot of time resting at campfires.
A more versatile option is mage/adept/sorceror/valkyrie/warwitch. It has two bonuses for heavy armour, one for each melee weapon type, three for arcane magic and two for each other magic school. Unfortunately it has no thief skill bonuses, but that's really only an inconvenience early in the game. If starting as human then raising strength for bashing chests in the sewer is a viable strategy. Otherwise just don't bother opening any and go back later when you have the skill points to spare.
If someone really wants to start as a rogue, then rogue/adept/trickster/valkyrie/warwitch has two learning bonuses in each magic school except arcane, which only gets one. Replacing trickster with celestial gives three bonuses to celestial and rune, but only one bonus each to arcane and nether.
Alternatively, rogue/mage/sorcerer/valkyrie/warwitch offers a similar approach, but gimps celestial magic rather than arcane. That's the nature of choosing a rogue or fighter class. You have to gimp either celestial or arcane skills and spell avalability.
The rogue skills really only need to be taken up to five or so anyway, otherwise low level chests take so long to open that you can just about make coffee while doing it. The celestial spell 'time' along with moderate thief skills is one effective strategy for opening chests, as is ignoring thief skils altogether and raising strength to bash them open.
That's why I like the mage/adept/sorceror/valkyrie/warwitch combination. They can use anything you find in the game except for good ranged weapons, and they suck in DL anyway. Both tier two classes are fairly easy to get and can be done before the town is locked down. Just don't do the elven trials or hunt moonbeasts before doing them.
For a relatively easy run through the sewers as a mage or adept, just put one point in magic weapons for the goblin staff you get at the huts, and one point in either bow or throwing weapons. Then reload at the first chest until you get a bow or throwing knife. Kill the critters around the huts and climb onto the roof of the one that doesn't have the goblin mage in it. If you stand at the back , then you can pretty much just stand up there and slaughter things until you feel ready to head for the sewers. Kill the slimes with a ranged weapon and the goblins with the staff. The rest of your points you can put into attributes, then start building them up for your second tier classes.
Anyway, that's my approach and it seems to work