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System Shock 2 Hints
What training and class should I select at the start of the game?
1 of 2: What class you start the game with doesn't make much difference in the long run. Aside from an initial allocation of statistics, there is no real difference between classes -- a Marine and an OSA agent with the same END and PSI stats will have exactly the same hit and psi points.
2 of 2: That said, the Navy provides the easiest start to the game. You will automatically get the Standard Weapons skill, and you can choose to add Hack -- which is somewhat valuable to have early on.
The Marines would come in a close second, since you also get Standard Weapons and can optionally add Heavy or Energy Weapons. The latter two also come with a free grenade launcher or laser pistol, but you also won't find many weapons aside from the initial one to take advantage of these skills.
OSA definitely gives you the hardest start -- you get no weapons skills, and just the Cryokinesis psi power for attacks. You can still use a wrench, but unless you also get some strength to go with that, it won't be very useful.