Still getting the hang of Lancer, so this is deeply subject to change, but right now I'm waffling between going Death's Head/Pegasus for what seems to be a more "classic" pure Artillery build, or possibly seeing if I can make an Artillery/Striker build and go all offense in some way. Artillery is the first thing that called to me when looking at the roles, so I leaned there, but I'm willing to adjust to fit group needs as I learn the system more and find out what's fun.
EDIT: Looking more into builds, I think I might grab Death's Head/Saladin and go Artillery/Defender, building on Artillery first. Death's Head is almost certainly where I'm going to start at this point, at the very least.