This is how I build my guys for classic (strict screening, commander's choice, mind hates matter). I generally try to shy away from too much individual specialisation, as I can't guarantee that I'll have troops available for certain missions, so where possible I stick to one, or max two builds per class.
I play with strict screening so don't assign classes based on stats.
I generally stratify my troops so that I have 1-2 members of each class that are actively power levelled, and the rest take turns when the class 'leader' is being fatigued. I stop power levelling leaders when they reach their class's relevant power spike rank, eg tech sergeant for gunners. At this point I pick a new leader to power level (ie take on missions as often as available), and save the old leader for difficult missions.
Scout: ~2 become pathfinders late game, zero become officers, rest become offensive psi units. Haven't experimented with gene mods, but might try a bioelectric skin + concealment scout at some point. Power spike is at tech sergeant. I love the new talent tree.
First three points are invariably - holo targeting, low profile, and battle scanner. I used to take gunslinger on specialised covert ops, but realised that I almost never shoot on those missions anyway, so I stopped. HT gives far too much utility. LP is phenomenal for a front-line troop. BS are just so obscene, and this talent gives two PLUS massive range for them.
Fourth point (TSGT) is usually HnR. I can't justify ITZ without a full damage / offensive build. HnR gives me double holo application, or holo + BS, etc. Concealment is a very strong candidate here and an experimental ninja scout is def on the cards for my next game. Fifth point is sprinter, although Tac Sense is immensely appealing. I don't think that there's a bad choice here, but ultimately my scouts are second after assaults for priority armour, and by GSGT I often have titan in the armoury, so I'm willing to sac a bit of defence for speed. MSGT is EC every time, although my concealment scouts will almost certainly take S&M for extra chem-grenade-pull tricks. EC just gives too much health for someone who gets high priority heavy armour.
Equipment is shotgun, alloy plating, flashbang / chem / smoke / chameleon suit, and second after assaults for heavy armour priority. Low weapon priority. Occasionally they'll get a strike rifle when I feel the need, or want to play ultra defensive.
Sniper: 1-2 become jaegers, the rest get gene mods (jumpy legs, depth per). I use them almost exclusively as 'sit-at-spawn-and-shoot' style troops, abusing squadsight and sniper rifle range. Power spike at MSGT.
Lone wolf is an easy choice for my build, as they don't get close often and the extra aim and crit is massive and quite easy to obtain. Second point goes to disabling shot, always. It's so phenomenally good against mechs that I just can't not take it. I couldn't handle cyberdiscs / mechtoids / sectopods without it, especially early in their campaign lifespans. Crit shot is nice, but just some bonus damage really. If I want snap shot I'll take a strike rifle.
For the next two points, I have two combinations. My first 1-2 snipers take ranger + platform stability. These are both superior early in the game, before autopsies and widespread gene modding. They then typically become jaegers later. Next few get DGG and VPT, which become better lategame. LnL is kinda weak on snipers, but makes gauss long rifle more usable, so I take it (also squadsight makes crit 'meh', and tac sense isn't much use on a long range turret).
MSGT. I don't take ITZ, ever. Even before the nerfs, I never found it that useful. To me, it was always a perk that made an easy situation easier, but didn't do much when the shit hit the fan and I was on the back foot. For that reason, I chose double tap. Mayhem would probably work better if I was planning to use GLR more frequently, but I just don't really like it that much (HEAT nerf, I frequently use disabling shot on mechs, etc).
Equipment is sniper rifle, lowest armour priority, and scope + laser sight / alloy bipod. Strike rifle and an alloy vest if the map calls for it.
Gunner: These guys frequently become officers, never become goliaths, never get psi, and sometimes get gene mods. They are my anti-armour warriors, designed for one purpose -- to fuck up robots. Power spike at tech sergeant.
Flush and holo-targeting are both great, but all my scouts get holo so all my gunners get flush. It works nicely with heat against low-HP fliers. HEAT at CPL. I've never tried shredder, as I don't like when it's not reliably able to be applied. Ranger, WTS and exec are all very strong choices, but I typically choose WTS because I really love being able to give gunners lighter armour for greater mobility.
Rapid fire is my number one choice here. As above, my gunners are there to kill robots, and most nasty robots don't take cover very often. Flying cyberdiscs are nasty, but the rest are easy targets, making the ability to reposition critical for adaptability and maintenance of aggression in combat. I've tried double tap extensively, but never been able to make it work (that said, I never buy LMG-class weapons, which could be the reason) to the point where I'd prefer a DT gunner over a RF one.
GSGT I take resilience to help mitigate lighter armour penalties. EC is a no brainer at MSGT, even without a high priority for titan-class armour.
Equipment is SAW (always), alloy plating or AP rounds, scope, and despite my preference for lighter armour, these guys often end up wearing heavy stuff anyway because I'm super paranoid. Once MSGT though, EC + seraph gives madsick stats.
Rocketeers: Hands down my least favourite class. I've had rocketeers kill 3 team mates in a single shot before. Early rockets are so obscenely inaccurate that these guys aren't worth using as anything but slower rookies for a long time. Archers blow, I don't use them enough to make them officers, and they aren't worth the meld for gene mods. I give them psi so that they can feel useful, though.
When I do bring these guys, I want maximum reliability. I don't want to find out that they're in a perfect position but have +2.4 scatter on the shot. I'm an alloy / meld whore, too, so rockets are emergency 'oh-shit' buttons only. All this means that the name of the game is max aim. Power spike is at ... well, at fucking blaster launcher, if we're being honest.
Ranger at level 1, since it makes their guns a tiny bit better and rockets are mostly cover destruction not damage dealers for me. I don't take WTS cause I actually secretly feel happy whenever the aliens kill one of my rocketeers. Next two ranks are FitH and platform stability for maximum aim. Tech serg is mayhem. EC @ GSGT (yup, for the +3 aim), and jav rockets at MSGT (again, bonus damage doesn't appeal, as it's all about blowing up cover or applying shredder -- I find that I need extra range far more than I need extra AoE).
Equipment is light-ish armour, a cheap rifle of somesort. Some alloy plating or a shredder rocket, and a scope. I don't bother with carrying like 14 rockets, since as above, they're really emergency use only items.
Infantry: The only class I really do two full builds for. Don't make em officers, and rarely are they psi. Imo jaegers and pathfinders > valkyries at everything. But infantry are excellent candidates for abundant gene modding imo. Adrenal neurosympathy, HR pupils, and neural damping are all excellent, as are jumpy legs. Power spike at GSGT.
My two builds are pretty standard crit and overwatch focuses. OW takes covering fire, opportunist, ranger, LnL, sentinel. Crit takes executioner, aggression, ranger, sharpshooter, bring em on.
Mostly standard choices, imo. Some might question no suppression, but I don't feel that it's good enough compared to another infantry shot or sentinel-overwatch. Similarly, SS vs LnL on crit -- LnL is absolutely a fantastic choice, but ultimately I use crit infantry as hard and fast burst damage dealers, not extended firefight controllers.
Finally, MSGT, I have no idea. EC is phenomenal, VPT is phenomenal, and RF is pretty good. I generally take VPT, then regret not taking EC when my infantry get shot, and regret not taking RF when a sectopod comes up to whisper sweet nothings into my ear while he laughs off my damage and cannons me to sleep. Meh. Bottom line, they're all good choices and therefore all bad choices, because by picking one you're not picking two, and therefore making two mistakes for every right choice you make. Bad ratio.