What with the new Pyromania Update, I shall present my favorite loadout for each class, that I have used:
Scout: Baby Face's Blaster/Pistol/Candy Cane
Soldier: Black Box/Shotgun/Equalizer
Pyro: Degreaser/Flare Gun/Fire Axe
Demoman: Loch-n-Load/Chargin' Targe/Persian Persuader
Heavy...