Choose the Merc and Vangaurd
I agree with this guy:
With a Mercenary, your first character is a healer, which makes things much easier to start off down the path of DPS, but a bit harder to go down the role of a healer. Still, it's dual-wielding, which is pretty sweet and definitely mercenary-esque.
With a Vanguard, you get to wear heavy Stormtrooper-like armor, you get a blaster rifle, and you get to feel like a completely invincible ****** as you take a beating from five guys, stock strike them back to the stone age, then wipe the single bead of sweat that formed on your brow because you didn't know if you could beat the five of them in the time it took you to shove that handful of chips in your mouth. Plus, Storm is pretty seriously cool when you use it.
As a Commando, using a big cannon-like thing is neat and all, but... I don't know, it just seems a bit lacking or something. My commando's only low-level though, so maybe my opinion will change once I get to my favorite mission on Coruscant that gives you your first Stormtrooper-esque armor piece (the moddable white with red stripe / trim chest piece.) And my only experience with a Bounty Hunter was a Powertech bult for tank-spec, which was still cool because of the flamethrower.