This is bound to be a popular and annoying topic, but unless SE starts saving setups between classes, I think this is the only way to do it:
http://img230.imageshack.us/img230/2737/macros.jpg
So, here's a list of macros for class changes that I started. You can just copy/paste the macro text in the box in-game. Obviously things will get out of date as you upgrade equipment or get new abilities, or mix/match abilities from other classes, but this is meant to provide a solid, low-level base that you can update slowly over time. I'll update this as people (hopefully) help me fill in the blanks.
Current version 2.1.0: http://www.mediafire.com/?bbjdp14uj4syrb4
Previous versions:
1.0.0: http://www.mediafire.com/?g8lsqjm6feehdpk