I played a Vanguard in the first ME. I know that completing the game once allowed you to pick a bonus power, and I always went with Singularity as mine. The Pistol/Shotgun combo with biotic powers was such a great fit for me.
In ME2, I picked an Infiltrator which really made me appreciate sniping and tech based abilities.
I don't remember what I did in ME3, but I recall only completing it once. Not nearly as much as the first or even second Mass Effect.