I agree with many others here, that you should play what 'feels right,' where your class should reflect your playstyle.
However, I have no problem listing my favorites (in the order that I play them, not in order of effectiveness):
Shade- I thoroughly enjoy this class, and I've main'd it since coming back to GMS early November. It has a unique mobbing style of pulling monsters around you into nice neat piles which you can then stomp. This is especially effective when you find maps where platforms are close enough to one another that a single attack may reach two rows of enemies. One great example of this is Clams at Gold Beach, or Rashes in Leafre. Later on, bossing is fun as you get a very nifty stun, and an attack which creates static duplicates of (most) enemies which can also take damage for the original. The attacks are very pretty, as they're all in a sort of neon flare.
Kanna- I hated this class.... For the first 60 levels. Their basic attack (think it's called Haunting?) is carried all the way from first job and doesn't grow across jobs, and then it also doesn't have any much effective range, making it hard to control a map. Both their attacks and their teleport are slow and have delays. Teleporting with Kanna is frustrating, as you tend to arrive where you want to go too late. But, and this is a big BUT, everything changes with third job. The Kanna at third job becomes a map decimating machine, and you'll find that with your many AOEs and DOTs that you'll be hitting enemies over the entire maps. Level 60-70+ at drakes is so gratifying, as the map is situated perfectly to allow you to hit just about everything. And people will never chase you out of a map- You will likely get many friends and party requests instead (Thanks to Kishin).
Evan- I wish I could just say 'because dragons' and move on as if I could leave it at that and have proved my point. Honestly, I can only talk about my nostalgia for this class, as I haven't played it since maybe early 2015. I will say this though: The quests are terrible, long, and annoying, but watching Mir grow from a hatchling to a full-fledged dragon was so astoundingly gratifying. It was absolutely worth the effort when I had originally made one back on release, but I don't really know how much of that still compares to today. Leveling at that time was much more difficult, and each milestone did feel like a huge achievement. So, this may not hold up, sorry...
Those are the only three I feel like writing in detail about, but I would also recommend these guys in no particular order: Kaiser, Demon Slayer, Night Lord, Luminous, Kinesis, Cannoneer
