Many builds are good, but many require gear.
Here you can find the latest builds for the current patch :
http://www.grimdawn.com/forums/showthread.php?t=56486One of the top right now would be cabalist, which is pet based. Though personally i don't enjoy pets that much and i prefer more active play style (not support), even though pet build are pretty active.
Ive seen that you have started a death knight in another thread, which is a pretty good starting class since one of their very effective set is easily farmable.
Once you reach lvl 75+ you can start to farm the bosses that drop the 5 legendaries pieces in normal difficulty to collect the Krieg's set. This set is used by all the death knights posted in the link above.