Character builds mini guide
I have just competed the campaign on legendary mode. Here is what worked for me:
Even with the limiations on act change, the hardest parts were the middle of act 1, and beginning of act 2.
TLDR would be : mind your action economy, and try to stun everything you cannot kill.
In order to do that, there are a few skills and traits that help tremendously.
But given the tools available to stun your targets, DPS is what needs to be worked on.
Character use and skills
Skills that should always be taken as cross skills:
Skills that are (or would be) great on everyone
Dash and slash
More AP is always good. Never decline it!
BloodLust
Same as above, but you get 1 AP on kill. I never got it proposed as cross-class skill, though, so I am not sure it is possible.
Daredevil Stance
Now you get 1 AP when under attack. It should be taken on melee if it is available (I am not sure it can be proposed as cross-class skill, though).
Evasive Instinct You need a single one of these on any character to "fish" for overwatch. I prefer it on melee, but it works for ranged too.
Paladin
The palading has a few healing options, and buffs, but where he really shines is with his basic hammer attack, as it can stun targets that are stun immune, which is borderline broken.
0 point Bolster may help him make it through dire situations.
I took healing aura on heam (heal allies on kill), and was pretty happy with it.
Shackles are not too bad as the last perk makes them cost 0.
Kick will remain very relevant until the end of the game, as it allows easy stuns.
Stomp could be seen as a range 2 Kick, and can be useful, but I found it really situational.
Barbarian
The barbarian has less utility than the paladin (it makes the target lose 1 AP instead of stunning it), but it has native access to most of the +AP skill I listed abobe, so it can reach insane number of AP, and use them to murder opponents.
Regarding the other skills, Frighten can be good, as it will get opponent to eat overwatch and attack of opportunities. It is a great combo with the building that makes overwatch cost 1 Action Point.
Bolster as cross-class skill is also good, as you want your barbarian to be able to sustain a lot of hits (to make the most use of daredevil).
Mage
It is my prefered class, and the one I prefer to stack +Action/+Power items on.
Whirlwind is a super utility spell that can really help getting a distant target stunned.
Vortex is awesome at stunning opponents, and you should always take it.
Fireball is great for two reasons: it has a huge AoE (when upgraded), and doesn't require a roll to hit.
These two spells are the best the mages can get, and should always be taken if possible.
Fireblast is a weird one. It is basically a melee spell, so it is not very useful on the mage (you'd better put the opponent out of melee range with Faraway lift and attack him with a proper spell), but can be OK on frontliners.I was disappoing with Telekinesis, as the effects were basically the same as lift, but with a better range, which is expensive for a skill slot. I don't recommend it, as it is too situational.
Chain lightning is also good, but nowhere as good as fireball, because you need to pass the first attack roll for it to work.
Ranger
The ranger is a weird class. He only has single target damage, and its terrain abilities are weaker than kick or whirlwind.
But he is very good at finishing targets with its upgraded base attacks (that always hit).
My main issue is that its extra skills are not very interesting.
The damage arrows are barely better than the base one, but without the auto hit.
Quickshot is nice to have, but its low damage and accuracy make it underwhelming (but it is a free attack, so you should take the skil).
The best other skills are knockback arrow and repelling shot, but the latter is usually harder to aim.
Traits
Coldhearted
What this trait does, is that if the target HP are within your damage range, including critical hits, it will always killed on hit. It means that you can guarantee max damage + critical hit. This is a huge help, and you should try to get it on everyone on your main team.
Bloodthirsty
Excellent combo with Coldhearted: everytime you kill something, your damage goes up 1 point (capped at 4). This one was harder for me to get (I got a lot less options to acquire it).
It works better on ranged characters IMO (mages and archer), and is really amazing on the mage, thanks to its AoE.
Masochist
1 more AP most of the time is great on your melees. Get it for them.
Studious
I liked this trait! More skill points on level up makes the character useful faster, but it doesn't make such a difference in the long run (you will miss 2 skill upgrades without it).
Pushy
Unfortunately, it is pretty hard to evaluate how good this one is, but pushing things further is always good.
The others positive traits have been of limited importance to me, so I won't list them there. Note that you are limited to 3 slots, and removing a perk, even positive, can be a hassle, so don't go overboard with minor perks like Impressionable, vigilant, or tenacious(the latter one can be good, though, as you will usually be outnumbered at the beginning).