Warriors. Knights. Mercenaries. Vagabonds. Plain old muscle. They have a lot of names, and they cover a lot of different walks of life, but in the end all of these guys - at least where Pathfinder is concerned - boil down to a single class: the Fighter.
Fighters in Pathfinder are quite similar to their Dungeons & Dragons counterparts. They are the epitome of physical training: their whole lives are dedicated to mastering the martial arts, and they employ any number of weapons - swords, axes, spears, whips, rapiers, what have you - to get to that point. Consequently Fighters in Pathfinder can be incredibly diverse, as they have only one thing in common: the defeat of an enemy using a weapon.
Which is not to say, of course, that other classes do not offer similar diversity. Pathfinder has, more than ever, given players the opportunity to customize their characters. But Fighters are so incredibly open-ended that making one can actually be a bit daunting, as you have to narrow down what you want based on a fairly massive set of criteria. And much of that stems from two things: weapon choice and feats.
Because Fighters don't have magic on their own, they either have to rely on items that can cast spells or, typically, plain old weapons to do damage. This is where their diverse nature kicks in, as Fighters are separated into a series of smaller classes, based on their choice of weapon, that makes that weapon all the stronger. This includes Weapon Training at level 5 and all of the class extras added by the Advanced Player's Guide. Generally speaking, it's best to pick a particular class of weapon and fighting - say, swords - and sticking with them throughout, to make the most of that one weapon.
How those weapons are used brings feats into play. Fighters get more feats than any other class by far, and consequently can perform an incredible amount of tactical combat maneuvers that make extensive use of CMB and CMD. Because Fighters can choose so many different feats it's best to pick a 'base' feat - say, Dodge or Power Attack - and then follow that feat through its many branches as the Fighter gets stronger and stronger. This makes feat choices less daunting and maximizes the capabilities of the Fighter in a particular CMB-related area, such as tripping, bullrushing or feinting. Try to plan your ultimate feat choices out before even starting on level one.
To this end, Fighters should always have strong physical stats. Though Intelligence, Wisdom and Charisma do come in handy for selecting some feats and with skills, it's far wiser to opt for Strength, Constitution and Dexterity when creating a Fighter. Shift your choices around based on your feat choices, your weapon and your role in battle (ranged or close up) to make the most out of a Fighter. Going with a physically potent race like dwarves or half-orcs is typically best for Fighters, though any race can do well with this class depending on which weapon you decide to use.
Fighters represent a fairly complex class, and despite the somewhat generic quality of their generation they aren't a great choice for beginners to Pathfinder. Go for a more directed class before picking up a Fighter, as keeping track of which feats to take and then employing them in battle can prove rather daunting. In the hands of an expert player, however, a Fighter can be a frightening opponent.