My first character (Vanadia, natch) was a thief and so I have a soft spot for the character class. I don't get much opportunity to play Van anymore (my tabletop crew is scattered across Eastern Canada)but Dapple (Continuing Where We Last Left Off) is a way to celebrate my inner klepto
As for why, I like the versatility of the class, and the option to play a character that colours outside the lines. Vanadia is a hero, though she denies it, but happens to have some funny opinions on property. Dapple is more good than evil, but wavers on a razor's edge between the two.
Once I started online, I started trying other classes and while I've done ok as a cleric (Martali and Rose Red) and even a paladin (Caterina), it's the Audalis character class of bladesinger that I am starting to love. It started with Runyacath in Meanwhile, and continues with En'Aranthea in The Guiding Light.
There, you have different elements to build into your character. As elite Sylvari warriors, you have these amazing fighters who specialize solely in the sword, and are steeped in martial tradition. They are also historians and diplomats, so there needs to be a certain amount of intelligence and charisma that most fighter players forego in exchange for strength and constitution. No sweaty, grunting man-mountains here!