I find that, when properly implemented, multiclassing can be a really fun game dynamic and can strengthen your bond with your character. Playing Pathfinder recently, I had created an alchemist/fighter that I found really fun to play both strategically and from a role playing standpoint. I had conjured in my head the glorious image of burly mad-scientist, training with weapons and augmenting his power with mutagens and other scientific discoveries. Complete with a chain mail lab coat, a helm with goggles, and massive war hammer, he would fly into battle, a flurry of hulk-like power and chemicals. Why wouldn't an intelligent fighter want to know how to make a potion of Bull's Strength, or stone skin? Conversely, I've always found the prospect of a monk/psion hybrid interesting. A master of both body and mind and with a strong sense of discipline, he would perfect himself through training in such a way as to render himself as powerful as any wizard, but with all his power coming from within. None of these should break the game, and I'm not saying anyone should try to make a paladin/rogue(though maybe there's some unseen potential in that?), I'm just saying it can make for a fun way to play the game. There's my two-cents anyway.