I’m personally torn between the Magic User and the Thief. It’s not that I don’t like the Fighter, but I think he’s a bit… boring? He’s very strong, he solves problems by force and while there’s nothing wrong with that, it lacks a bit of cunning I personally prefer.
Choosing the Thief gives you a lock pick at the beginning of the game, which can be quite useful. The Magic User starts with the Zap spell, which is… not that great a spell to be honest 😀
So for QfG I would probably prefer a Thief with magic abilities over a Magic User with thieving skills. But during later games in the series, you can get some special spells if you are a Magic User, so if you want to play the entire series with the same character, picking this class might be interesting.