If you want to off-tank/DPS, then I'd suggest Marauder. They get the most HP in the game. But right now Marauders have some serious accuracy problems. Those issues improve a little when you get to higher levels, but they never fully go away. So if you choose Marauder, you'd have to deal with missing a lot. (I ran leves last night and, at one point, missed 9 swings in a row.) And yes, my main job is Marauder.

Gladiators are the best tanks in the game. They also generally do the least damage out of any melee class. So if you don't want to tank, I wouldn't suggest Glad.

Lancers lean more toward the DPS side. They're a little lighter on HP, and don't make good tanks. You're usually not going to die in 3 hits, but you're generally more squishy than other melee jobs.

Sounds like maybe Pugilist would be best for you. They're decent tanks -- focusing primarily on evasion, rather than absorbing tons of damage -- and they do decent damage. Each hit does less damage, but a) they get two attacks to every other class's one attack; and b) at higher levels, you can buy a special attack that nets you tons of TP, which means you can launch tons of special attacks. And Simian Thrash just looks cool.

Obviously, mages are not usually going to be in the middle of battle. But there's little question right now that Thm is the most powerful class in the game. At level 50, they can solo NMs. They do the most damage on NMs out of any class, and they're the best healers in the game, too. (Although, fair warning, they're so powerful that I kind of expect they'll get nerfed soon.)

Honestly, though, the differences in classes are not so huge that they make an incredible difference. So I'd just play them all until you figure out what you enjoy playing the most, and stick with that job. Or, better yet, get them all to 50 so you can play them all.