The blood mage is unique in that you have to take damage to attack. So her built in skills, will always damage her (in a fairly small way) to inflict significant damage on enemies.
It's a whole different way to think about the game. So shields mean very little, and you have to get used to the idea of sacrifcing health to win. She's the one I got to the final boss of depth level 3 with. It was just too hard. I had something like 250 full health, got down to the last of 3 enemies, then got smashed with 50+ point attacks in a row.
I'm using the paladin robot character at the moment, and it's damage is insane. I got through all of depth level 1, only losing 7 health the whole time, and that was at the boss level lol
Fuck yeah! I think every character you unlock is stronger than the last.
Blood mage was amazing, but paladin has a whole other style of play. Takes getting used to but when they're "super charged", they do 60% more damage per attack.