Whilst I'm waiting for the game to download, I'll decide what class I'll roll.
All of them are much improved since launch, having been several balance passes over the last two years (and another one coming up in two weeks). Things are basically to the point where there aren't any "bad professions", just "bad fits" with your preferences. Here's a few thoughts on the professions you mentioned, with an eye towards PVE since that's what I tend to play most;
Mesmer: Very dependent on traits to get the core of their gameplay mechanics really clicking, so it'll be level 40 or so at least before you feel like the class is starting to get powerful. Once it does, however, you basically have an evasive, burst-oriented class that comes with a private army of suicide bombers. They tend to be kind of fragile in a fight and they lack a lot of multi-target attacks, but they always have a trick up their sleeve and stuff like Time Warp, Feedback, Null Field and Portal are always welcome in a group. I enjoy playing mine fairly often. If you find yourself moving towards a melee Mesmer, sword/sword is a solid choice (offers an evasive strike, a leap attack and a block, so you can last a bit longer up close).
Thief: Of all my characters, my Thief is the one that feels the best when it 'clicks'; when I'm in the zone on my thief, I feel like I can take on 4 or 5 baddies at once and none of them can touch me (in fact, one of my favorite things to do is play the "How many things can I kill before I take any damage" game). The skills are well designed, stealing and initiative are fun mechanics that make combat feel like you'd imagine thief combat should feel; fast, nimble, a little frantic, dancing between enemies, disappearing and reappearing where unexpected... It's essentially Batman: The MMO Class. The downside is that they tend to be a little fragile, so until you get a sense of their playstyle you may find yourself getting killed a lot (hint: thieves have so many skills that give you a free evade it's insane). They also tend to be focused on damage predominantly so you don't have a lot of variety in terms of roles.
Warrior: Warriors have a reputation as being a 'boring' class, but I think that tends to be because people find a weapon set they like and stick with it, in which case they're
totally boring. But the warrior has more weapon choices than any other profession, and there's a lot of play in their traits in regards to which weapons you want to use. That makes them a fairly versatile class, maybe moreso than any other (and in regards to their melee-only style, you can use both a Rifle and Longbow as a warrior, and both are really well designed). They also have two decent support options (both shouts and banners are viable) so that's excellent as well. The downside is, while they have a lot of tools they all kind of work the same way, so if you're fighting an enemy where pounding it into oblivion isn't the most effective way to beat it, you're kind of at a loss. It's never been much a problem for me, and I tend to play my Warrior the most (even though my favorite class to play is Engineer).