Martial, because your character has nothing and nobody to thank for himself for being awesome. No external power supply, no books, no gods, no spirits, no other dimensions, no alien entities. Everything you can do, you do it because you worked your butt off to be able to do it.
Another day, another three or four entries to my Ignore List.
Psionics. 3.0 got me into them, but 3.5 sold them for me. Too bad the current design of many of the power point psionic classes is garbage. But I suppose there is a sort of benefit to not having to ever trade out some of your heroic tier powers...
I'm a big fan of the Arcane Power source, especially those that mix sword and spell (Artificers, Bards, Swordmages, and Warlocks). Arcane for me covers all the cool stuff about D&D: flashy spells, dynamic actions, ongoing effects, rituals, and the over all feel of real power. I enjoy other power sources as well, but for me Arcane takes the cake.
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Arcane is my favorite for the diverse and colorful. Martial is the most powerful, though I feel spoon fed of the power types. Primal is sneaky good, which my fellow players are beginning to understand.
I don't have one. I pick a fun-sounding concept and look for the available mechanics and powers that seem like the best fit.
That said, there's a slight preponderance of martial characters and (so far) not a single psionic character in my collection of D&D characters.
The slight preponderance of martial characters is probably for pretty much the same reason that a large share of my computer-RPG-game characters switch between a bow and a pair of swords. Probably nearly half of the characters I have in games that allow that option. (And in D&D, so does my dancer.)
"The world does not work the way you have been taught it does. We are not real as such; we exist within The Story. Unfortunately for you, you have inherited a condition from your mother known as Primary Protagonist Syndrome, which means The Story is interested in you. It will find you, and if you are not ready for the narrative strands it will throw at you..." - from Footloose
Divine. Because it comes with built-in flavor that you can then springboard off of in interesting and surprising ways. Avenger and Invoker have, to my mind, the most delightful class-based flavor text.
Martial is close second because A) 4e made fighters awesome, and B) Warlords made 4e awesome. Divine may be my favorite overall powers ource, but Warlord is my favorite single class.
Arcane third, because I have a fondness for the Int-based stuff, and for Bards.
Martial for me. I just seem to be drawn to it. I also fell absolutely in love with the gameplay for the Archer Warlord. I imagine I'd like the regular warlord just as well. It gives me a bit of a ranger feel but also with a soldier flavor.
I can also make cool things happen. In one turn i could get another PC back in the fight with inspiring word, get another PC into a better position with Knight's Move and then launch my attack with Race the Arrow which lets me damage the target as well as let an ally charge the target.
Mostly I just like using weapons rather than magic.