... What would you be?
What sort of class would they be?
For the sake of diversity in answers, we'll axe Vampires/Dhampirs(i know it's not undead i'm just including them), as well as Liches and all their variants(Baelnorn, Demilich, Arch-Lich, etc).
Try to find an actual type of undead to match your idea / concept as well. Go nuts!
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Personally, I'm rather torn on a few.
Mummies are some of the most iconic undead types in media as a whole, as well as are some of the most intelligent and varied in terms of their flavour potential. Their tendency to be Tomb Guardians - which imho is one of the coolest undead classes - just makes them that much more interesting.
But if I were to be 100% real, I'd go with either a Death Knight or a Night-Rider.
Death Knights are my all time favourite type of undead because of the potential for interesting narratives that can be told with them. Whether you're a damned paladin who has been cursed for his failure, a soldier forcibly changed by his undeath obsessed leader, or something in between.
Or better yet, an EXTREMELY unfortunate individual who is doomed to eternally serve in a Lich's army, never to know the bliss of being laid to rest.
As for Night Riders - undead horsemen are simply, rad as hell. Myrkul is my favourite death god, so anything involving him immediately skyrockets in my mind.
In terms of a class, it'd have to be something related to a cavalier. I've always loved the silhouette of the headless horseman from when I was a kid, not to mention the aesthetic of the Nazgûl - so this hits the spot.
Or in the case of mummies, obviously a tomb guardian.
Please please please please read the tomb guardian section in Libris Mortis, it's so unnecessarily cool.
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[ If you're uncertain on where to find a resource on the types of undead and their classes, check out Libris Mortis & the 2e - 3e Monster Manuals ]
{ special thanks to mike, for being the first one to ever show me the true range of undead in DnD }
{ oh, and tyne too - for joining me in my undead geekery }