You can now play with the skill trees of Borderlands: The Pre-Sequel: perfect if you'd like to plan out in advance what you'll do on your first playthrough. Wilhelm's drones look like a combination of Axton's turret and Gaige's Deathtrap, both of which I loved in BL2, so I'll probably go with him. What about you?
Claptrap: Looks cool, but as somebody who plays single-player mainly I can't see him being of any use.
Athena: Very possible, the defensive buff is cool but I played the melee thug in Borderlands 1 so I don't really want to go back to that.
Nisha: Very tempting, the skill sounds awesome and the tree is very useful. I'm strongly considering her.
Wilhelm: I haven't tried a character that has a ally skill like Mordecai or Gaige yet so he'll be something new for me. Only thing is I'm not to sure on the idea of letting something else do the killing for you.
So overall I'm going to say Nisha, she sounds really fun to play.