If you want to have a strong, survivable character for direct-force approaches, try a tin can AR. Search the forum, there are plenty of build guides for that.
If you want to have the widest variety of tools available so you can solve whatever problems come your way, try a full psi build with crafting, social skills, and hacking & lockpicking. Search the forum, there are plenty of build guides for that.
If you want a sneaky or nearly pacifist playthrough, but also want to be able to kill things quickly when you have to, try a stealth sniper. Search the forum, there are plenty of build guides for that.
If you just want to hit people in the face, try either a metal armor sledge build or a riot gear spear build. Search the forum, there are plenty of build guides for that.
Without knowing how you like to play the game, I can't really offer a customized suggestion. Any of those broad archetypes listed above are strong and will easily, easily get you through Normal difficulty.