Oh, SO MUCH TO SAY!!!
As a medic, don't be afraid to use your melee weapon, it, like all the melee weapons, is RIDICULOUSLY powerful.
For engineer, you basically want to put it in a place that's not too small (a demo man will rox it), or too large (so that the SG is outside it's tracking radius, that is, a soldier can shoot at it without the SG firing back). Build the ammo dumps anywhere you think there will be lots of friendlies in need of healing, where they will also PROTECT it. Some engies like to put their dispensers close to their SGs, so they can upgrade/repair it ad infinitum. Teleporters, obviously, are built near where your guys spawn, and exit where your guys have gained control (pretty important in push/defend maps (dustbowl)).
I'm liking the SCout more and more. He has double jump, is ridiculously fast, can cap points twice as fast, and has that UBAR BAT OF DOOM. Wide open spaces are his friend. Close corridors he gets pwned. Two point blank shots from his scattergun pretty much destroys everyone.
I don't like the soldier, because I suck at him. His missles move really really slowly.
Demo-man I see alot of elite players use. It's damn tricky to score a direct hit with the grenade, but it does RIDICULOUS damage. I think they one hit kill Heavies. I use a demo man whenever there is a pesky SG setup, and a corner I can bank around.
HW/heavy is pretty straightforward. Pre-spin your gun by pressing the RIGHT CLICK. Shoot stuff. Watch your ammo. Protect your medic.
Ah, so many tips from a super mediocre player like myself. Are there any classes you have questions about?