This is by far my favourite build:
END 40
DEX 40
VIT 40
STR ~14-16 (14 lets you use katanas and Great Scythe, which are amazing dex weapons. 16 lets you use several other nice weapons, including Drake Sword early, Silver Knight Spear and Eagle Shield later)
I'd level STR/DEX to what you need to equip weapons (16/14?), then level 2:1 END/VIT until 40/20, then start raising DEX to max with the occasional VIT.
Weapon: +15 Iaito/Uchigatana/Great Scythe/Balder Side Sword. Until you get whatever you want to use, either use the Drake Sword or a +X whateverweapon. Silver Knight Spear, Bow and Pyro Glove are nice swap weapons to keep available.
Shield: Grass Crest Shield, maybe keep a relatively light high stability shield like Heater Shield or Balder Shield available.
Armor: Whatever gives you the best bang for the buck while staying below 25% equip. Poise is important, otherwise just try to get your defenses up across the board.
Ring 1: Havel early, RoFAP when you get it.
Ring 2: Dark Wood Grain Ring / Item find ring / Whatever utility ring you need
Playstyle: 1-hand, roll through most attacks, block what you can't roll from, parry what you can. You're fast, maneuverable and do high sustained damage from any angle. Just don't turtle. You generally shouldn't need ranged, but you'll do decent damage with a bow if you upgrade it.
It's fun as fuck. Strength builds feel slow and cumbersome in comparison, and magic builds are either piss easy or really hard depending on encounter. This build keeps every encounter interesting throughout the game.
After you finish the core build above, you can either up Magic or Faith for weapon buffs, Attunement for Pyro slots, Strength for some greatsword action, or just pump more END and VIT for even more survivability.
Covenant: Doesn't matter for this build. If you want Uchigatana without killing the dude who drops it, you'll need to join the Forest Hunter covenant before going to Blighttown.
EDIT: As a bonus, the above core build can be developed into what is apparently one of the most powerful PvP builds once you're done with the game, if you want to try your hand at duelling:
Frostitutes comments on It's the SL120 MLG Dark Souls Finals, and you're in it. What build do you bring to best ensure your victory?