My favorite stat system came from the old Mercenaries of Astonia (now Astonia III). You spent exp to raise your stats - levels were almost meaningless outside of an approximation of how much exp you have. As you raise stats, the cost increased exponentially. Everyone had most of the same stats, but the mage had a lower base cost of magic stats, fighter a lower cost of fighting stats, etc. The stats and skills went hand-in-hand - that is, as a mage, your only damaging spell Blast, was raised just like any other stat.

There was also 5 primary stats - Strength, Agility, Braveness, Wisdom and Intelligence. Str and agil were used in equipment requirements, making it pretty hard for the mage to get good armor on since their base cost of those were a lot higher than a fighter's. These also cost significantly more than secondary stats. But they also increased the secondary stats as they increased... I think it was something on the lines of:

secondaryStat += (PrimaryMod1 + PrimaryMod2 + PrimaryMod3) / 5

So your two-handed weapon skill, a secondary stat, would be a total of:

twoHanded += (Str + Str + Agil) / 5

If you wanted to pump out the most juice from your character, you had to take into consideration the bonuses you'd get from raising those primary stats, what you could raise directly with your secondary stats, and see which would benefit you more at the time. You could, of course, just pump up whatever looked good and do decent, but great players were often pretty specific on their stat-raising order. Unfortunately the system wasn't executed its best, resulting in most new players sucking horribly because they'd raise the wrong stats because the have no idea what they were doing.

This also resulted in insanely unique characters. Some people would pump up their resistance, which prevented negative spells being casted on them, then go after some really high level magic creatures. Others would stick to a more predictable approach, balancing between defense and offense and fight monsters their own level. Some suicidal dopes, like myself, would raise their Stun and Blast spells to an unholy level, allowing them to keep a monster "perma-stunned" (constantly stunning them between Blasts so they can never move) and take down creatures WAY beyond their level, even though they'd die in like 2-3 hits if they screw up the timing on their stun.

*takes a deep breath*

Anyways, enough with the nostalgia. I think some of the best systems (personal opinion, of course) are ones that start off basic enough to allow you to do fine until you learn how things work, progressively teaching you and giving more options. You don't want to throw someone into some complex soup of stats, especially when raising them poorly from the start will result in their character being weaker in the long run. Too often do I follow a "guide" for a game that I am new to since I don't want to be punished because I was a confused nooblet. Characters should be able to hack together their own gameplay styles. I don't mean give them some options to choose from and let them choose a path, but if I want to be a fighter that punches people in the face instead of stabbing them, I should be able to without being insanely weak. There should be no one single "obviously the best" way of creating my character.

I think one way to approach this is to think outside of the box when it comes to fighting. Who says a fighter has to rush head-on melee into battle? That a mage has to be weak and cast strong spells from afar? What if I want my mage to suicidally sneak up on an enemy then just blast them with all my mana for an unholy amount of damage, then sit there and pray no one else comes by to pick off my weak wittle body? Who says I even want to fight? Maybe I want to run around town, pushing little kids over and picking locks on doors. That'll show that town for denying my loan! Bwahahaha!