Excellent suggestions so far! I'd avoid the psionic classes, honestly - when we wrote the WLD, Psionics hadn't made it into the SRD, and as a result, you're not going to see psions or psy-warriors in there, nor any psionic items. You can tweak, of course, to taste, but a psi class, IMO, would be unbalancing.
I'm going to go against jm here and the official recommendations and say that a bard might well be invaluable, with Bardic Lore. Likewise, a Loremaster might be useful in bringing both knowledge and spellcasting ability to the group. As well, some good arguments have been made for druids, but be very aware that the WLD, in large sections, is just that - a dungeon.
I'm also going to give a shout out to all the great folks that're keeping blogs and recording their sessions, and I highly recommend you take a read and listen to see how they're doing it.