So I just bought Mass Effect 2. Before I begin I wanted to know any tips which I should bear in mind for my playthrough. 
The best classes, choices to make etc. I don't want to mess it up and get a bad ending. NO SPOILERS THOUGH!

Play it to know it? What's the fun in knowing what will happen?

It'll be obvious what choices to make to keep your team alive
All the classes are pretty good, although as you go up in difficulty some classes make the game a little easier than others (although I personally don't enjoy playing as the engineer)
The game's also easier if you stick with an alignment, either renegade or paragon
Just play the game and let it naturally happen

If you see cover, there are guys coming to shoot you.

1. Go full paragon or renegade for full effect. 
2. Every upgrade is important. 
3. The game tracks how urgently you approach some missions. 
4. *most* importantly; it's very unlikely your 1st time trough will be a perfect success, so just enjoy it. Then Newgame+ it.

Well which choices will lead to which outcomes are something that can't really be explained without spoilers but the number one piece of advise I'd give to any Mass Effect 2 player is don't reload your save if something goes "wrong" and don't find out what the "right" choices are. In my opinion one of the best things about Mass Effect 2 is that the game presents scenarios where there are consequences for your actions. The things which made the story that much more interesting for me was when things didn't go exactly how I planned them to. If you start trying to make the "right" decisions all the time you take away the most impacting narrative tool the game has.

" although I personally don't enjoy playing as the engineer "  

In terms of choices, choose the ones that you would choose if it were you. That's what an RPG is supposed to be about, right?

When you start playing the game you will get so attached to the characters to care what someone else tells you to do with them.

Just play it how you want to play it and if you get a bad ending, you get to play it again =D

Its win win either way.

Always do paragon/renegade interrupts, no matter your alignment. There are only 2 places you have to choose which interrupt to do, otherwise there's just one and no reason not to do them.
 
Personally I'd recommend going Infiltrator. But all classes are equally viable. 
 
If you bought the game new, enter your Cerberus Network code and download the new squad member, some vehicle DLC and a decent shotgun.  

Get the Firepower pack if you want the best pistol or shotgun in the game. the Aegis Pack has the best armor. You probably want to wait with these until after you finish the game as they kinda break everything and make even Insanity easy.

YO DAWG, HIT THAT RAMP.
 
What?
 
I didn't say that.

Top right convo choice for paragon, bottom right for renegade. 

For these games I always suggest just running through your first play and picking whatever choices you would make in that situation and turning off subtitles so that you're forced to experience the story rather than speed reading through everything. 
 
Both of those help me get more into RPGs like this.  On my extra playthroughs I usually go 100% good or bad but the first one is me.

Mass Effect 2 and games like it, you really just got to jump in for yourself. Most of the stuff is all character driven and story driven and those experiences need to be seen, visualized yourself.
 
That being said, the "Soldier" while the most basic of the classes, may be the best to experience the first play through. By being the most basic, you can perhaps engage yourself in other areas more because you wont be worry what buttons to hit and then perhaps dieing in annoying areas. It  happens :)
 
Overall though, just jump in and enjoy one of the best games out there!

The only thing I would have preferred to know ahead of time is to only do the IFF mission when you have done everything else you feel you want to do. It's later in the game, so don't be hunting for it. It's a good idea to make a hard save before then and another right before the trip to the finale. You'll know when that is.
 
I agree with Gamer_152.  Don't read spoilers on the final mission especially. Just play it out. Make that hard save beforehand and you can get a perfect playthrough of the final mission in about 20 minutes afterwards. One of my favorite gaming moments of all time is adapting to the events of the final mission. It's actually quite difficult to get the "bad" ending if you are trying to avoid it. You just might be satified with your initial playthrough ending.
 
Most shops offer discounts based on your conversation with the shopkeeper, so on a initial visit you want to talk the shopkeeper first before going to the terminal. You can save thousands of credits that way.
 
Talk to everyone on the ship regularly and mix up your team. Unlike in the first game, there are no achievements you will miss from rolling with a different crew on your side missions.
 
The mineral mining is less tedious than it was at launch. Find "Rich" planets and mine them to "Poor" or "Moderate". Skip ones that are initially scanning as poor or sometimes moderate. Element Zero is the rarest so always launch a probe when you find a pocket of that. When you are in a mining mood it's probably best to fill the bars of the other three types of minerals and have an excess for awhile.
 
All classes are certainly playable for a initial run. I believe the most commonly selected classes are soldier, infiltrator, and then vanguard. Play what fits to you.
 
I disagree with the advice above to always do the interrupts regardless of alignment. Doing the interrupt can disqualify from gaining points on the other alignment side in that conversation that could be useful for loyalty checks later in the game. But they are always pretty awesome to watch. 
 
If you were going to buy DLC, I would purchase them in this order of priority:  Cerberus Network, Kasumi Mission, Aegis Pack, Project Overlord, Firepower Pack, Equalizer Pack, and finally Alternate Costume Pack.

" 1. Go full paragon or renegade for full effect. 2. Every upgrade is important. 3. The game tracks how urgently you approach some missions. 4. *most* importantly; it's very unlikely your 1st time trough will be a perfect success, so just enjoy it. Then Newgame+ it. "

regarding best class: there's a veritable ocean of advice if you google "mass effect 2 best class."  as everyone else has advised, each has its strengths and weaknesses, and it's entirely up to your play type.  i've played both the first and the second game through a few times, and have found infiltrator to be the best for me.  sentinel is also a more forgiving, defense-oriented class.  if you want well-rounded weaponry access, go for soldier.  if shotguns and biotics sound like a great combination to you, go vanguard (although it's slightly less overpowered in this game).
 
also important if you're wanting 100% team loyalty on your first run:  don't complete miranda and jack's loyalty missions toward the beginning of the game.  you can do one or the other first, but hold off on the second until you are nearly maxed on paragon/renegade.  if you don't have enough alignment to select the effective dialogue, you end up having to choose between either miranda or jack's loyalty and inevitable lose the other.

When you can mine.... decide to put an entire sitting into mining and just get it out of the way..... no spoilers.... But cherish Eezo.