Most effective hero?

I'd argue that the Warlock branch of the Mage is the easiest.

Play it exactly the same as the warrior. It's slightly more difficult to start due to the strength disadvantage but the health and hunger gained every time you make a kill quickly overcome it.

Like all characters you'll need to be lucky and find some decent armour (often from the ghost) ol a good weapon before fighting the goo.

[I've finished the game with a Warlock, made it to level 25 with a Paladin and have the books for all classes.]

Maybe it's just the way I'm playing, or the variant I'm playing (Shattered) but they all seem to converge on being a good warrior in the end, or at least by level 15, in the sense of having a good weapon and armor. The warrior is probably the most effective, but once you get past level 10 or so the difference becomes minor. Again for Shattered Pixel Dungeon only, so other variants might differ.

The Huntress is perhaps the most fun because it requires more technique. Throw inert objects (e.g., rations) into doorways to scout ahead and hit enemies multiple times. The easiest path seems to be using the boomerang for the first levels but then start to lean on regular weaponry later on. There's a food bonus for the huntress since you can kill all piranhas with the boomerang for meat. Infusions on the boomerang can be pretty cool - got a stunning boomerang once, which made it quite difficult for anyone to get near me.

The Warrior is the most straightforward. Keep all your upgrades for the first non-cursed scale or plate you find. If you can get like +4 scale by, say, level 7, then you start saving most of your healing potions for getting through levels 15+. It also might work to upgrade a tier 4/5 weapon first; I had a fun game where I found a +2 glaive early on, poured most of my upgrade scrolls into it, and just killed most enemies with one or two hits. Armor is less important when no one gets an opportunity to attack you. Either way, the added start strength means you can use more fun stuff sooner.

The Rogue is fun for the door hiding as an assassin, as others say, and also cloaking to get guaranteed hits. That's not as much of an advantage at the start of the game as the wand or the boomerang, so starting out with this guy sometimes seems like a bit more of a struggle.

The Mage has the staff, but it doesn't scale well -- not as much fun at +5 as a +5 warhammer is. It's always a tier-1 weapon, so its damage does not scale as fast. Helpful at the beginning, not so much later. I never understood the point of infusing it with another wand -- I'd rather have two wands than one. Warlock is a nice way to level way up since it gets you lots of free food and healing. Especially fun if you can mark and then use a wand of corruption.

I have unlocked all books except for the rogue and by far find the easiest to be the warrior as the extra health and the better starting weapon a great start. I have only ever completed the game on the warrior. Btw I found that it was easier to upgrade the boomerang on the huntress a lot at the start to make it easier to win.