Two favorite classes, vanguard or sentinel. I would rather go with Vanguard for the most part.
This is mostly just a preference in any combat type game I like to play, but whenever I put in Mass Effect 1 or Mass Effect 2, I sometimes find myself debating on whether starting as a Vanguard or a Sentinel.
You have your Sentinel class, to which probably takes much time to get the hang of the class because as such, you spend mainly as support so you would always have to have, in my opinion, Adept or Soldier classes with you to balance out your team.
In my playthroughs, mainly most, I cannot find myself picking any other class ; rather then I mostly couldn't get the hang of being a Adept or Soldier, so it has always been a Vanguard class.
Since being a Vanguard is mainly a combination of the Adept and Soldier classes, I'm more of a person who likes to take battles up close, while my two other supporting team members - who are always most of the time Kasumi and Garrus - clean up the enemies behind me.
Kasumi because she has the ability to sneak and appear behind the enemies, knocking them out and appearing at certain places where my Shepard cannot possibly seem to get to, so her sneak ability is pretty useful.
I like bringing Garrus with me because his skills as a sniper and his tech skills is what I use most when I feel as if I'm not getting anywhere in a fight and it always comes in handy!
As a Vanguard, I would mostly rely on my biotic abilities for the most part since the talents of Lift is very effective, especially when handle many enemies -- as well as Throw.
While I would use my biotics, as I know they only get to be used once before waiting a little time for the powers to recharge, I go for the submachine shotguns. Submachine shotguns are again a preference of mine because of the many rounds they can shoot before you would have to reload.
If waiting for my biotics to recharge and if I'm out of ammo, I would not really say I would go for the melee approach because half the time I am not so successful in any event (especially towards those darn Husks!)