Mixing is definitely good. For example, Lancers have a skill called "Feint." What Feint does is, anytime you miss, you can use "Feint" to get an automatic hit that does piercing damage. Since Marauders are whiff factories, it's a great skill to have on your bar as a Marauder.

I think that SE intended for people to cross-class to at least some degree. So, for example, Marauders have some really good aggro-grabbing abilities. The best tanks (usually Gladiators) will level Marauder high enough that they can equip those aggro-grabbing abilities from Marauder. Anytime you use cross-class abilities, they're nerfed a little. So you'll have longer recast times and sometimes you'll do slightly less damage. But they're extremely useful depending on the situation.

For general DPS, you can get some of the most frequently used cross-class skills from Warby's Marauder guide. Link here. (I've got to say that Warby did a great job with that guide.)

The game is still new, and it's still changing, so we're not at a point where anyone can provide definitive answers on what skills are "the best." I'd suggest playing around with it some and just figuring out what you find useful and/or fun. Take advantage of the fact that this game lets you play around with roles and tailor your character to anything you want. Hopefully in a couple of months you can come back and tell us what you think is best.