You need to watch some spy play in third person so you can see what you look like. Odds are you're clumsy so you keep getting killed because you're obviously a spy.
Scout and Soldier are the two hardest classes to master and are the two best classes. Scouts don't play to dodge snipers, either. They play to dodge everything and flank you with some sweet meatshots.
Snipers will either use the Machina or the Huntsman. People who use the Sniper Rifle are either new and without weapons or are using a strange one (strange = kill-tracking). The Bazaar Bargain looks cool but is never used, and the Sydney Sleeper is only good if you mess around like me and try to do noscopes only.
Demoman is also one of the best classes, but I hate his weapon set as well. They're all the same, so if you don't like him you never will, probably. If you get really good you can basically kill people across the map with sniped sticky bombs.
Every team needs a good medic. I am not a good medic. I get bored healing and try rushing the frontlines and get killed at 95% uber.
People usually start pyro because it's easy, but it's hard to master. The best pyros are really good at airblasting + reserve shooter or degreaser + axtinguisher.
Heavy is the simplest class to play. Also good for starters.
The competitive tier goes skill-wise:
Scout = Soldier
Sniper
Demo
Medic
Spy
(Good) Pyro
Engie
Heavy
And then damage-dealing capacity/usefulness/mobility:
Medic
Demo = Soldier
Scout
Sniper
and then it doesn't matter. Spies are bad in competitive play because the other team is actually working as a team and knows there's a spy about, pyros have low damage output at far range, engie nests are killed really easily by any organized team, and heavies are too slow.