It's tricky to pick. I did my first playthrough as the Sternguard and loved him. Focused Fire combined with the Rapid Fire powerup using the Missile Launcher just devastates anything.
But on my second time I'm playing the Vanguard and have to say I'm enjoying him a lot more. Mainly because of his Charge attack, just tears through everything.
Did my first playthrough supported by a Librarian, second time supported by a Tech. Works very well to have Close Quarters combined with long range.