I've tried all three. A LOT of it depends on your style of play. I seem to be finding that an Engineer suits me best. In fact I'm getting tremendous results with an Engineer Capt. on a Tac Cruiser! But I've read posts from others who hate that combo. Experiement... that's the name of this game heheheheh
Except before TNG, when everyone wore Red jackets and Command wore White collars, and before the Wrath of Khan, where Command wore Blue-Grey or White, or Beige on away missions, with White patches, and before TMP when Command wore Green, or Gold (or more accurately, Green that photographed Gold).
Tru Dat! Laughed when I found out Kirk was actually wearing green the whole time. Now ALL my Fed Capt.'s wear green. Lends a whole new meaning to "Wearin' O' The Green" heheheheh (maybe it's because, after all, everyone has a little Irish in 'em somewhere )
When I'm strolling around in ESD or DS9 or Drozana I see that most players wearing red, and in space there are 60% cruiser-types floating around, so I assume that the most popular choices must be Tac/Escort , Tac/Cruiser and Engi/Cruiser, and the Science-Combinations the least popular on the federation side. For the klingons, I don't know.
My first choice was Sci/Sci, and I love all that science-voodoo-stuff and the more supportive role in Fleet Actions/STFs. Plus the sci/sci-setup has more room/tolerance for skilling faults and noobish skills while leveling up to VA- that's NOT the case when it comes to teamplay though, especially in STFs, but that's another story, you should have learned the pros and cons of your setup and your role in teamplay at the point you reach VA. Hopefully.
My second Captain is now Tac/Escort - very fun to play, but I prefer to wear blue