Well, I've only played a Royal and a Knight. A friend of mine played a Soldier.
Wanderer seems similar to the Knight but based on DEX and without the armor (although she starts with very good endurance score to be able to equip better armor eventually if you develop this stat) and she isn't ready for magic or miracles, but instead have a LUCK bonus (well at least that should guarantee very nice drops , especially when the world tendency is dark)
I'd take magic to level 10 inmediately and purchase soul arrow, and if your idea is to have a pure wanderer (ie.: developing her stats giving priority to DEX, I would mix it with some magic and forget about miracles since that stat is really lacking and she'll probably won't need it anyway, although eventually, and I mean looking into the far future you could reach Faith 16 and be able to equip a couple of miracles (by that time I'd imagine your DEX would be double of that, and other stats much higher of course).It's nice to learn evacuation and cure at high levels.
You start with a falchion, which is a good weapon. Here are other examples of good DEX based weapons (the asian ones) for a wanderer:
you could go the "rogue" way too, with daggers and the like, also heavily based on DEX.
Now, the upgrades will be the key for you:
Look for "sharp" and "tearing" upgrades (using bladestones and suckerstones from the Shrine of Storm world)
of course you won't make it there 'til much later so in the meantime just make some normal upgrades to your falchion using "sharpstones", upgrade a long sword with Dragonstones once you get far in the Stonefang tunnel, oh and get yourself a good shield! In 2-2 (stonefang tunnel) you'll find a Dark Heater Shield +2 which is light and very efficient, that's the best you can get for a long while if you value mobility. Always keep your endurance stat high.
If you decide going with magic I'd recommend Soul arrow (as soon as you can purchase it), water veil, and later soul light, total protection, and firestorm.