I like to play thief/warrior. While it may not be as good as war/thi at low levels do to the lower hit points, it's pretty good once you are high level, especially if you're not a fan of large groups like I am. On my total 162 character, I find that I can take on most solo and group 4 zones on my own using hit-and-run tactics. It's also possible to take on some group 7 areas if I'm very careful, but it's easy to get swarmed because of the sheer number of mobs involved.
As a thief/warrior, I trained my dex first, str second, chr third, and con fourth. Even if your con is low, having a high dex allows you to avoid many attacks, and a high chr means you don't get attacked nearly as often. Am I suggesting not to train con at all until you have dex, str, and chr maxed? Not at all. I'd still recommend putting a few practices into it if you can, no matter which class combination you choose.
I'd like to second necromancer as a great class at low and mid levels. I've never played a necro past level 27, so I can't say how they would do in high level areas. I need to do that one of these days. I don't feel like necro matches my play style as well as thief/warrrior. I like to sneak in, do lots of damage, then be gone before the mob(s) have time to recover.
Another way to not be quite so squishy as a low level necro is to make use of the bone shield, bone blade, and bone armor spells. Each of them gives you at least 20-30 HP, even at low levels. That's a big difference, especially on Sloe and Kordan. You may have to sacrifice some cast level, but it's not that big a deal until you get to Archais.
One strategy that I've found useful is to cast the hand spells (burning hands, shocking grasp, sickening touch, etc). Having access to even one of these spells can turn the tide in a fight. If you're a necromancer, you can use these spells on tanking and undead minions, as well as yourself, to have even more of an effect.