I tried few different combination at this point and the one I'm happiest about is Knight and Rogue.
This is probably the combination I'll go with as well. The rogue is all kinds of fun in combat (sneak+backstab > your BS top-of-the-round fireball), and gives you plenty of potential for rampant larceny. Hopefully additional companions will be able to fill the magic gap. Any idea if you get more options beyond the two in the first town?