Soldiers, as you might expect, generally possess more brawn than brains and are apt to use firepower to blast themselves out of a tight spot. While soldiers are obviously the best class for combat-oriented players, they are less adept at dealing with electronics and security measures than the other classes. If you do make your primary character into a soldier, you'll want to make sure that you keep an NPC with excellent security skills in your party, if only to make it easier to get through locked doors. Soldiers lag behind scoundrels in terms of the number of skills they acquire, both at character creation and at level-up, and have the fewest number of class skills, but gain more feats than either of the other classes upon gaining a level.
Soldiers will miss out on some early opportunities for experience, since they won't be able to use skills to solve problems to gain the optional experience bonuses available in some situations, but you can always come back later on with a highly skilled NPC and gain at least some of that experience, or just wait for some of the respawning enemies later on in the game. Once you do gain a few party members, though, you will probably begin dominating opponents in fights, and your high vitality will enable you to tank for your ranged attackers, giving your entire party a better chance of surviving battles.
Starting Feats:
Class Skills:
Vitality: +10 per Level
Feat Progression: Levels 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 20
First level skill points: (1 + Intelligence Modifier) * 4
Skill points progression at higher levels: (2 + Intelligence Modifier) / 2