Uhm, Kreig and Gaige are not meant to be first-run characters. They were DLC, for people who had beat the game before with main characters. Kreig especially, is a melee build in a gun game so not exactly the best way to experience it for the first time.

Sal is considered the 'strongest' or easiest to solo. The reason for this is that his Gunzerking can dish out damage and heal him at the same time. That makes him very survivable at all levels, good against both mobs and bosses.

Maya is the second most common recommendation. Her special ability can heal her in the early levels, allows her to control the field in the middle levels and at end-game is almost an ally on the field the way it can heard mobs and slag them at the same time. Plus, with a powerful class mod boosting her SMG damage she can wreck face in the early game with the Lascaux, middle or end-game with the Sandhawk and later playthroughs with Slagga / Good Touch / Bad Touch / Sandhawk.

Axton gets an honorable mention as the Soldier class. He's not OP in any direction but he's not weak. He's a great character to play if you want to be in charge of the experience rather than having some of your play decided for you by the strengths of the character. He's versatile with his weapons and his special ability can be buffed or ignored as you desire in the early/middle game. Late game, especially in UVHM, his turrets can be pretty helpful allies but no matter where in the game you are with him you are going to have to be a tactical and careful fighter.

Zer0 is the quirkiest. His melee builds are considered to be his strongest but his sniper builds aren't terrible. Both of them require quite a bit of practice and some intricate knowledge of how to build and use them. In either case though, if you watch some vids and put in the time he can be a really rewarding character to play. In his own way he can be as OP as Sal or Kreig.