polveremorta: If it was one? It's not possible?
Landeril: To connect Baldur's Gate One to Baldur's Gate 2? Nope.
It IS possible, you just need a mod called Baldur's Gate Trilogy to make it work. You can find it
here Frankly, if you play tactically and understand the 2nd edition system (it can be non-intuitive at times) you can finish the game with any build, especially since the PC is just one of six party members.
That being said, if your PC dies, it's game over, so a build with high hp and good defensive capabilities is best. A mage dual or multi class is the most effective (fighter is most popular choice for 2nd class but rogue or cleric works well too) because when you know how to use it arcane magic is overpowered, especially on defense.
But any high hp class with some additional defenses will work (berserker, paladin, ranger/cleric are good choices).