Rogue was my first serious attempt, and it almost won. I made lots of mistakes due to inexperience. I converted BYSEPS because I didn't know about Horatio's resistances, I had several hundred CP worth of obsolete gear in my inventory and shops that I didn't convert until halfway through Horatio, and I also forgot that there was a set of Martyr Wraps available that I had specifically been saving for the end.
I basically consider it to won with Rogue and was more interested in trying new classes. My approach was a little different from Lujo's GG focused set up. I started with GG (scummed, because this place is hard), got Humility + Enlightenment + 100 piety, and then rotated through Taurog (Armor), Dracul (Blood Shield, Blood Hunger, Sanguine x2), Tikki Tooki (Dodge + Poison x1) and then escaped to Mystera. I took the +health pact (Warrior's Pact?) at the end since my resistances were already capped at 45%.
I think that Priest will be the hardest standard class to win with. His best power, Good Drink, doesn't have staying power. Halflings extend the duration, but I've found that Halfling Priests have a hard time outlasting Naga City, so VGT seems out of the question.