Fantasy is my main genre, and medieval fantasy is my favorite of all the various subgenres. As for character vocation, it varies a lot and has changed a lot for me over the years.
I used to be all about paladins and similar roles. I always wanted to be a big dude in plate armor who uses a big weapon and magic of some kind. Could be a super zealot traditional paladin, could be some shady mercenary type guy who picked up some magic tricks, could be a death knight sort of thing, just as long as it used heavy armor with a two-handed weapon and some magic. I played that concept to death, and then I decided to branch out once someone pointed out that I was basically a one trick pony when it came to RP characters.
Nowadays I just try to pick something not covered by other players, because I can have fun with pretty much any archetype so filling a needed niche is better than treading the same ground over and over. Also, with each character I try to keep it interesting and different from whatever else I'm playing at the time, because I get bored when I feel like I'm playing the same exact character over and over; this is more to do with personality than archetype though, so not exactly relevant to the topic at hand. I've got a sort of diverse set of characters going on right now for the fantasy RPs I'm in, with their archetypes being archer, mage/thief, pure mage, and an old wise woman type who has no magic or anything.