I agree, rogue makes for the most fun playthrough. High cunning means you also get the widest variety of ways to complete quests because most of the diplomatic solutions are only available to characters with a high cunning score.
Mage is very fun to play and many people will tell you it's the OP class simply because they're so versatile. They have a decent roster of crowd control skills, can sustain a party in combat through healing magic and they can also dole out a lot of damage in a pinch. My first playthrough was with a mage and I always kept two mages in the party because they were so useful.
I'm very hesitant to say not to play a Warrior simply because it's the only class I've never played, but they do seem to be horribly boring. It's the most generic of the three. I always just keep Alistair in my party and he does a good enough job of tanking all the damage for me.
