Same here, kind of. As soon as Carth said his "They say the Force can do terrible things..." bit, I went "Hrm," and the longer the game went without a pronoun, the more sure I was. The funny thing is, at some point an NPC (I want to say the Twi'lek that speaks Basic, but I'm not positive) does refer to Revan as a he, but the subtitles were pronounless. I assumed the voice-file was badly proofed or whatever, rather than an invalidation of my growing suspicions.
On the other hand, if you saw Malak consistently referred to as "he" but Revan referred to as "zie" I think that would be an even bigger tip-off.
Edit to contribute to the actual topic :"> :
I think I like Revan as a Scout -> Consular. A solid base of general skills, topped off with an incredible skill with the Force. Malak is a Soldier-Guardian, definitely. I'm not sure about the Exile. I generally play Sentinel -> Watchman, but that's more my own playing style than anything. I don't have a very good read on the exile, really. She's just kind of... there, for most of the game.