My favourite class is Vanguard though I limit my power use and I rarely sprint unless I have to to make combat more challenging and last longer.
I use only two powers
-Pull
-Barrier
Weapons
- Assault rifle
- Shotgun or maybe sniper rifle
I refraim from using biotic charge or nova to add more difficulty
Also what would you name your combat specialisation for Shepard. (I like to class myself as a biotic commando)
Vanguard is my class of choice, but I don't really care for prolonged combat, so I try to kill everything in the room as quickly as possible. That, and I greatly favor melee attacks, which seems pretty fitting for a close combat biotic commando. Equipping the heavier Crusader alongside the Harrier does curb the biotic charge spam, however. In ME2 and 3 I always give my Vanguard Energy Drain instead of another biotic power. I find it to be one of the handier abilities all around, especially when facing geth. I normally do not equip Shepard with a sniper rifle until Priority: Earth, and it's usually the Indra.
I love ME1's Vanguard as well, especially after getting assault rifle training as a bonus talent. I can basically enjoy a good percentage of what the soldier does, while being a biotic powerhouse. That class is pretty overpowered when you have multiple biotic abilities as well as the ability to use every weapon short of a sniper rifle.
It depends on the game.
My preferred combat class for ME1 is Adept with SR training.
For ME2 it's Sentinel (Throw + Overload for the win). I again pick SR training on the Collector Ship.
In ME3 I LOVE playing as an Engineer with either Lash or Flare. Usually armed with Eagle and Valiant.
Good times.
Shotgun/CryoBlast Engineer for ME2 and CryoBlast/Drone/Shotgun Engineer for ME3.
I don't particularly have a preference in ME1 as the classes are very similar and many of the differences that do exist disappear depending on the bonus power.
Edit: I guess Shepard would be a Combat Engineer.
Vanguard.
More Combat focused, shooting pistol, shotgun, or assault rifle from medium distance.
-I use Charge more sparingly, but I still do it whenever I feel like it.
-I don't really use Cryo Ammo.
-I use Incendiary Ammo all the time.
-I use Nova when things seem tough, but I try to avoid it - though I spammed it with Kai Leng on Insanity.. of course.
-I use Pull quite frequently! I like it. 
-I don't use Shockwave and find it kinda annoying in ME3 (compared to using it on husks in ME2).
-Maxed out Fitness.
-Maxed out Assault Mastery.
-Because I'm fine without a Bonus Power, I decide on something fun. While in ME2 I went with Geth Shield Boost for coolness, ME3 went Dominate from doing Leviathan DLC. Yes... mind control.
So for the most part, I'm like you OP.
However, I'm very friendly towards trying all classes. I just like what Vanguard offers for both immersion and straightforward-but-with-twists gameplay. Soldier is too boring. Adept is too tricky. At least for me.
I love the biotic combo blasts, so adept will always be a favorite, but I recently had fun with a sniperless infiltrator build, and right now I'm loving my engineer, soooo.... i don't really have a clearcut favorite, heh.
-I don't really use Cryo Ammo.
-I use Incendiary Ammo all the time.
I always use both. I always set Cryo for squad and Incendiary just for Shepard, and you can basically activate Cryo first, and then Incendiary for yourself so the other two members can freeze everything while you set them on fire. It's especially handy when you have team members who have no ammo powers, like Javik, Kaidan and EDI. I sure wish Vanguard had Disruptor Ammo. Electrocuting everything is pretty sweet.
Vanguard.
I'm going to ignore actual gameplay reasons because I have a hard time imagining they would be very interesting, and go straight for roleplay:
I wanted to be a biotic, but I had a hard time seeing Shepard as anything other than heavy infantry just because of the way people talk about you in-game, and the way Shepard behaves in many cutscenes. Vanguard straddles biotics and heavy infantry.
Vanguard.
I'm going to ignore actual gameplay reasons because I have a hard time imagining they would be very interesting, and go straight for roleplay:
I wanted to be a biotic, but I had a hard time seeing Shepard as anything other than heavy infantry just because of the way people talk about you in-game, and the way Shepard behaves in many cutscenes. Vanguard straddles biotics and heavy infantry.
I take it that way. I don't even see my Shepard as a full on Combat master even (compared to more 'bulky' and 'blasty' characters in the MEU), so I like having that touch of biotics to what I do.
It's the Tech stuff that I can't imagine my Shep having. Even the Geth Shield Boost in ME2 was because he was such friends with Legion 
and Legion helped him out with it .
I'm always an Engineer. I switch up weapons sometimes, but I prefer sniper rifles. Since I'm doing a more casual playthrough, I'm using the M97 Viper for everything. I don't normally get to use it, because I play on the hardcore setting most of the time. Great rifle for Veteran/normal difficulty. I've been experimenting with different pistols as well. The one used by Kirrahe on Sur'kesh is pretty fun.
Infiltrator
Vanguard
Engineer
Sentinel
Adept
Soldier
I just love that cloak. Playing as a sniper or a cqb commando are both very fun, expecially in ME3.
Sniper loadout is Black Widow + Lancer or Hurricane or Silenced Pistol
Commando loadout is Wraith + Lancer or Hurricane or Silenced Pistol
Vanguard.
I'm going to ignore actual gameplay reasons because I have a hard time imagining they would be very interesting, and go straight for roleplay:
I wanted to be a biotic, but I had a hard time seeing Shepard as anything other than heavy infantry just because of the way people talk about you in-game, and the way Shepard behaves in many cutscenes. Vanguard straddles biotics and heavy infantry.
This is why I pick assault rifle as bonus power on every class in ME1, and use assault rifles whenever I can in the other games. Shepard is always a soldier in the story, regardless of class.
I take it that way. I don't even see my Shepard as a full on Combat master even (compared to more 'bulky' and 'blasty' characters in the MEU), so I like having that touch of biotics to what I do.
It's the Tech stuff that I can't imagine my Shep having. Even the Geth Shield Boost in ME2 was because he was such friends with Legion
I admire those who are able to play Engineers or Infiltrators. I just can't swing it myself, Shepard isn't techy or infiltrator-y enough in cutscenes and story.
Soldier feels like Shepard's "canon" class, so I like Sentinel, myself.
It doesn't disagree with the existing portrayal of Shepard too much, since I basically play it as Soldier+ (where powers complement weapons, not supplant them). Also, I started the trilogy as an Infiltrator, so the biotics were added artificially courtesy Project Lazarus.
I admire those who are able to play Engineers or Infiltrators. I just can't swing it myself, Shepard isn't techy or infiltrator-y enough in cutscenes and story.
Some infiltrator definitions:
4.
I see Infiltrators as CIA/M16 style and picture Shepard like that. They work by themselves or small teams, they use stealthy approaches for their missions (Normandy). In the first game Shepard is hunting down a rogue specter (specters already seem like a CIA type organization) by infiltrating the traverse since the council doesn't want to send in a fleet. He is using his small squad to drop into specific locations stealthily and complete the mission. In the second game he is putting together a team of specialists to take on the collectors and figure out a few mysteries. Sounds a lot like CIA/M16 recruiting nationals from other countries, specialists to help complete missions such as anti-terror or information building in countries. Also he no longer is just an alliance soldier, or a spectre or a Cerberus agent. He is doing whatever he needs to with his skills to accomplish his goals (reminds of those CIA/M16 movies where the agent goes "rogue" for a good reason)
The third game finally feels like a massive war. However, despite this massive war going on Shepard is still running around in his stealthy ship dropping down with his small squad to complete missions, usually not fighting in massive battles. Despite Shepard always calling himself a soldier and cut scenes not exactly portraying him as the infiltrator-type if you think of it broadly its quite easy to get into an Infiltrator Shepard RP wise.
This is why I pick assault rifle as bonus power on every class in ME1, and use assault rifles whenever I can in the other games. Shepard is always a soldier in the story, regardless of class.
Yeah cutscene Shepard is always a soldier. 
You seem to be a soldier in dialogue most of the time, as well. That is, I don't recall engineer Shepard getting any special tech knowledge in dialogue or the like. And I recall a few times where my biotic Shepard acted suspiciously non-biotic during conversations.
I know gameplay/story segregation is a worn topic, but the games with the most story/gameplay unity tend to make for the most powerful roleplaying experiences for me, where my class choices and skill choices have dynamic impacts above and beyond combat.
Vanguard.
I'm going to ignore actual gameplay reasons because I have a hard time imagining they would be very interesting, and go straight for roleplay:
I wanted to be a biotic, but I had a hard time seeing Shepard as anything other than heavy infantry just because of the way people talk about you in-game, and the way Shepard behaves in many cutscenes. Vanguard straddles biotics and heavy infantry.
I always found that aspect of the games a little disconnecting. Shepard, especially in the cutscenes is usually depicted as a soldier. There sure are a few times when biotics would be really useful.
Soldier is my personal canon for right now.
I'm thinking about revising that though, and altering my personal canon (on my next playthrough) by having Shepard start off as a soldier and emerge from the Lazarus Project as one of the biotic classes. It might make make sense for Cerberus to have done some additional tinkering and 'improved' Shepard.
Some infiltrator definitions:
3. to move into (an organization, country, territory, or the like) surreptitiously and gradually, especially with hostile intent:
4.
to pass a small number of (soldiers, spies, or the like) into a territory or organization clandestinely and with hostile or subversive intent:
I see Infiltrators as CIA/M16 style and picture Shepard like that. They work by themselves or small teams, they use stealthy approaches for their missions (Normandy). In the first game Shepard is hunting down a rogue specter (specters already seem like a CIA type organization) by infiltrating the traverse since the council doesn't want to send in a fleet. He is using his small squad to drop into specific locations stealthily and complete the mission. In the second game he is putting together a team of specialists to take on the collectors and figure out a few mysteries. Sounds a lot like CIA/M16 recruiting nationals from other countries, specialists to help complete missions such as anti-terror or information building in countries. Also he no longer is just an alliance soldier, or a spectre or a Cerberus agent. He is doing whatever he needs to with his skills to accomplish his goals (reminds of those CIA/M16 movies where the agent goes "rogue" for a good reason)
The third game finally feels like a massive war. However, despite this massive war going on Shepard is still running around in his stealthy ship dropping down with his small squad to complete missions, usually not fighting in massive battles. Despite Shepard always calling himself a soldier and cut scenes not exactly portraying him as the infiltrator-type if you think of it broadly its quite easy to get into an Infiltrator Shepard RP wise.
Like I said, I admire people who can come up with that kind of reasoning and jive with it. But it's not something I could do personally. Any tactical approach where you're fighting waves of enemies head-on, and whatever group or base you're laying siege to not only knows you're there but has alarms blaring and hordes of mercs pouring out at you, just doesn't seem like a stealth/infiltration approach to me.
I guess I'm just getting too caught up in names. Just because it's called Infiltrator doesn't mean it's about strict infiltration, just because it's called Engineer doesn't mean your character is an ungruntish tech expert etc.
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