My favorite for higher difficulties is definitely engineer. The ability to blow through shields and armor are hard to live without. Match this up with a weapon that mows through health (I like the Saber) and it makes this my best class and favorite character. Also early in the game blast-chilling someone with cryo-blast and then blowing them up with incinerate is hilarious, and a combo that chains almost endlessly. As an engineer I have few weaknesses but also few absolute strengths but that balance makes every mission interesting and not impossible or easy.

Go crazy with the flare. I don't mind whatever you pick.