First, play a class that will be fun for you to play.
Now, the more boring advice.
Play a class that will be useful if you have to game with strangers. This means the first choice is a cleric. After that, maybe a fighter-type (Fighter, Barbarian). Rogues are often needed, but given a choice to fill just one spot, the cleric trumps the rogue almost every time.
Some classes are great once you get more power, but weak at first--Monk, Wizard, Sorcerer. Just be aware how easy it is to die at 1st level in these classes.
Nobody in LG wants a bard at the table.
I have actually played with a bard, and in a module with lots of role play and less combat, bards are great. But when it comes to combat, they're often just not as effective as the other classes.
Don't make a character that runs away from combat. Yes, there are people who play LG that do this--they soon get a bad rep and no one wants to play with them. It doesn't matter how good your backstory and character motivation are--cowards are not popular.
If you're thinking of multi-classing, you might pick a class for 1st level that gets some benefit at first level you can't get at a higher level. For example, a Barbarian's 12 hp (plus Con bonus), or a Rogue's 8 (plus Int bonus) x4 Skill points.
Think about the deity your character worships. I just picked Obad Hai (the true god of nature), not really thinking through the ramifications of living in the region ruled by the Skank of the Woods (Ehlonna, the false god of nature). This has actually been a lot of fun (both for me and for judges, I think), as it gives a little conflict to certain scenes.
Be a team player. This is especially important in LG, where HQ assumes that a module will always have 6 balanced party members present--but you may be playing at a table of four, with one member far below your APL (average party level), making the combat encounters much tougher. Teamwork is key. Help the rogue flank, protect the mage, etc.
Make one thing about your character very unusual--just to give yourself a role playing hook. My first LG character is a beardless dwarf, which some judges have a lot of fun with (when he has to interact with "normal" dwarves).
Be sure to check out your regional variations. Some places "outlaw" certain classes, or make them very unwelcome, so it's easy to lose time units by breaking some law and ending up in jail. For example, I think in Theocracy of the Pale, you have to be a cleric of the state church--or you're a "heretic" and subject to imprisonment if someone important finds. Not sure, exactly, but as you can see, the regional flavor can really impact your character (which can be a lot of fun).
Each region has "meta-orgs" you can join. These might be racial groups (elven clan, for instance) or class groups (church, bardic college, etc.) or some other group (city watch). Meta-orgs cost TU (time units) to join, and sometimes you advanced levels are only accessible after a certain time
and spending even more TU. You might check out the meta-orgs for you region and plan to join a particular one. That may influence which class you start out as.
You can also start/join Adventuring Companies, which is nice if you adventure with the same people frequently.
Sometimes in a mod, you have a choice to spend extra TU to perform some task. These are often interesting and give a little "side trek" for your character. I never hesitate to spend the extra TU--if it's appropriate for the character. Sometimes you even get a neat reward for a side trek.
Some modules suck. Some judges suck. Deal with it. There are a lot of fun people in LG, but there are also those that you will seek to avoid (for whatever reason--hygiene, play style, personality conflict, etc.) Don't let the bad apples spoil LG for you. I have had some
great judges in RPGA events. Eventually, you'll remember the good ones, with most of the bad ones fading from memory. At the worst, it's usually only a four-hour mod. Then you never have to see those people again.
Oh, and if you get a few levels under your belt, be sure and play the mega-module
Isles of Woe. It's a lot of fun (if a little dungeon-crawly), and it's long--it's a 12-16 hour module for LG.