STRENGTH: Great normal defense, great skill defense.
WEAKNESS: Low health.
SUITED CLASSES: Musa, Surgeon, Combat Medic.
SUITED WEAPONS: Sword, Bow, Throwing, Rod, Gauntlets.
WHEN TO BUILD: Add 1 STR every level until you get the amount of STR you want. Add enough DEX to use the weapon for your level. Pile the rest into INT.

The Pure STR Build
SHORT DESCRIPTION: More of a "for-fun" build, pure STR hits for big numbers, and is mainly for PvP only. It requires a lot of money for leveling up, so it's best suited as an alt character.
HOW TO BUILD: 35 INT, rest STR.

STRENGTH: Heavy normal attack, high health.
WEAKNESS: Low defense to all, no accuracy.
SUITED CLASSES: Musa, Slayer, Ranger, Tracker.
SUITED WEAPONS: Blade, Spear, Axe.
WHEN TO BUILD: Easy; add enough STR for level 2 weapon requirements, get to 35 INT, then pile the rest into STR.

The Hybrid Build
SHORT DESCRIPTION: Everyone learns to hate it. Hybrids are only moderate in all categories, and that is their downfall.
HOW TO BUILD: STR for next weapon, DEX for next weapon, rest INT.

STRENGTH: Nothing is bad.
WEAKNESS: Nothing is great.
SUITED CLASSES: All.
SUITED WEAPONS: All.
WHEN TO BUILD: Whenever you see fit to add stat points.

Note
Just because classes are "suited" for a build doesn't mean you have to be one of those classes. Choose the class that interests you, but just remember that the class skills you get with them might not work out as well as you expect.