" Thanks guys I think I'll stick with vanguard for now since it probably gets better but it sounds like all the classes have something to offer. However I notice no one recommended engineer. Is there a reason for that? "
Because nobody wants to sit back and let hacked robots and your AI partner's have all of the fun.
Charge is what makes Vangaurds shine. Download the free evicerator shotgun and have fun.
I have a Vanguard, which I finished Insanity with, an Adept, which it great when you don't have armors to mess with, and from the general opinion and what I've seen Infiltrator's have it probably the easiest. Slow down on zoom, Invisibility, AND the strongest single hit weapon in the game (heavies aside).
If you need help with Vanguard I did start a little guide here.