Everyone has different tastes. I haven't played many transcendent classes yet (I only have the one right now, the Lord Knight) but I enjoy my Lord Knight immensely. On the other hand, before I made it someone told me I should be a pally instead, because LK is a very boring class. So you can see there are huge differences in opinion.
I really love the wizard class (in fact it's probably my favorite, though I haven't yet gotten my wizard to hw because I don't have IC gear) and I suggest you try it out. At least get to first job before making another character; it will be worth your time, both now and later (it's good to have a wide variety of characters, for different purposes - my LK is good for some things, like tanking, and I made a monk which is good for training noob characters because of Blade Stop. My Blacksmith of course is helpful for vending, Overcharge and Discount, etc. Wizard will be fun, if nothing else to try out as a first class - or alternately, try Sage, which is a pretty cool class as well.)
I might recommend knight to you, for example, as like I said I enjoyed that class - but as I and others have said, everyone has their own unique tastes. Your best bet would be to try every class and decide for yourself, but I think you should at least get to first job on the one you've started (and mage is one of the easiest classes to get to first job on, believe me - even if you go to job 50 - because you do the most damage fastest without gears using soul strike in prison)
If you're too lazy to try every class directly, you might try making a supernovice. A lot of people hate them, but I rather enjoyed it. They level like a mage in the beginning, only doing more damage because of the acolyte skills for damaging undead, plus bless, heal, increase agi, etc. You might like that a lot. Worth a try, anyways.