Some classes (and races) are a heck of a lot better at some levels than others. Never play anything but a human in a high level game, since most other races cap out at level 9-13 or so (except for Thieves). Also, the experience needed for the first few levels of a class is very low compared to higher levels, so human dual classing is awesome if you can do it. Why be a Wizard 10 when you can be a Fighter 5/Wizard 10, having up to 40 more hit points, shields for a little better AC, access to those fun Fighter-only magic items, and some armor for when your spells run out? Also, never play a single-classed Thief unless you're into level 15+ games as you lose so little thieving skills at low-mid levels for multi- or dual-classing with Fighter in exchange for significant combat boosts. The much faster level progression at higher levels can make up for it a fair bit, at least if you have a DM who lets you backstab a lot. Finally, if you expect to never get past level 1, multiclassed mage is strictly better than single classed.