I think Shaman is hit or miss depending if you get a good card, at the right time, the Windfury on him. Having a 6/6+ with double attacks his brutal against a player without a taunt on the board. If they use a weapon buff, for that turn, that is even worse. Nearly 2/3rds of your life gone in one turn, and you're dead the next turn if you can't deal with him.
Overall, I prefer the mage the best, but hunters are pretty fun as well. I will be doing at least one more arena tonight (I've got enough coins for almost 2 I think and I can finish the do 100 hero damage with 2 wins to get more).
I still am hoping for a free Arena day. MtGO had one on Thursdays for drafts and you only got to keep the unopened packs you won, not the packs you opened to draft from. Since Arena doesn't give you the packs you open, there is little reason other than to take money it shouldn't be free. Maybe free Arena gives no gold / cards for rewards or something. I'd be okay with that.