Granted, if you aren't a spellcaster and try dipping into that in your Expert or Master path you'll be way behind another character who started as a Priest or Magician, but you have the same problem in D&D. I'll try to discuss magic more in another post.
When a character chooses an Expert path at 3rd level, they are encouraged to choose an objective for their character as well. At this point they should start shaping the world around them. Again, there are suggestions for story development, reasons your character got their new abilities. I'd like to make heavy use of long downtime in a campaign, make sure there are breaks in the action to allow the characters the chance to grow off-screen. I find it jarring when characters grow amazingly powerful in weeks of game time because a campaign is moving quickly.
Here's my thoughts on several of the Expert paths, both from my understanding of the game and how they might fit into my pseudo-European folklore setting.
Artificer: Right away there's something anachronistic to my usual tastes. I like running Dark Ages type settings, where there are few or no nations or kingdoms, war is common, and steel swords and chain mail are the height of military advancement. Shadow of the Demon Lord has lots of steampunk inspired elements--Clockworks, guns, and a Technomancy Tradition of magic.
Honestly though, I'm not going to worry about it too much. Sometimes bits of anachronistic tech appear in fantasy--the hookshot in Legend of Zelda, elaborate gear traps in God of War, a mechanical hand in Army of Darkness. Its not really science, just bits of Technomancy-based magic.
The Artificer path is a spellcaster who can make random equipment from spare parts they carry around. At higher levels they can store spells in items and create mechanical servants. Pretty basic.
Assassin: If the Assassin attacks from hiding, their target has to make a Strength challenge roll or take damage equal to their Health. Basically, they're dead. This seems incredibly powerful, but also the target number for the challenge roll is 10 like all other rolls. Even a peasant has a 55% chance of surviving. Still, there's always the possibility that your big bad monster could fail their roll and bite it easily. Two things I'll be doing anyway with big bad monsters--using more than one at a time, or giving them some ability to survive attacks like this. Like how Elite and Solo monsters in D&D 4E had ways around Save vs Suck effects.
Berserker: When a character goes berserk, they get a bonus to Health, resistance to mental effects, and trade a bane on attack rolls for extra damage. With that attack penalty, its doubtful anyone besides a Warrior would want to take this Path, though possibly a Magician with the Battle Tradition.
I really like berserkers because they're so prominent in Celtic and Norse myth. In both cases, the fury is seen as a gift from the gods that warps the body and gives supernatural might. The Irish warrior Cu Chulainn would go into a "warp-spasm" that would make him twist in his skin, spurt blood from his head, and make his hair stand in spikes. The 2000 AD comic Slaine depicts this for its hero as well.
Cleric: This path is for Priests who want to use their spells in combat more effectively. Its primarily good for the Theurgy Tradition of the Cult of the New God. I say Priests, but its worth noting that if a character wants to be a "priest" with more spells, they can play a Magician.
Druid: Tailored for Priests of the Old Faith. Its pretty tame at 3rd level--identifying animals, trackless step, etc, but at higher levels you can jump between trees while moving and get resistance to elemental damage. Since the Old Faith is more common on the borders of civilization, Druids will be more influential than Clerics in my game. Historical druids weren't Captain Planet hippy types, they were lawgivers and advisors to kings, feared and untouched by all.
Fighter: A Warrior with more training. A character gets one Talent at 3rd level, and while there are a few options "Fight With Anything" seems clearly superior. Weapon attacks do a minimum of 1d6 damage regardless of type, and get an extra boon on attack rolls. A Warrior who takes the Fighter path now gets two boons on attack rolls. Non-warriors who want to hit better can take this Expert path as well and get on par with Warriors.
Oracle: The Priest version of a Berserker. Go into a Divine Ectasy which gives a Health bonus, resistance to mental effects, and get a boon on mental attacks and challenges. Its great for spell-casters who want to go aggro.
Paladin: Good for a Priest who wants to be tougher in melee, or anyone who wants some religious magic. Characters can convert spells into extra melee damage with Divine Smite. For a Warrior or Rogue who wants to dabble in magic, that flexibility means you're not giving up combat effectiveness for one or two low-level spells.
Ranger: This path gives a double Health boost at 3rd level as an homage to the 1st-ed D&D Ranger that gave two Hit Dice when you gained the class. You also get to target an enemy and gain a boon to attack or track it, and you can't be surprised. Definitely has more flavor and skills than just taking Fighter, and you're still effective in combat.
Scout: A sneakier version of the Ranger. Still can't be surprised, and is good at stealth. At higher levels you can Reveal Weakness and give everyone a boon to attack a target. Good for the Rogue that likes to go off on their own.
Sorcerer: Spellcasters who channel more power but can overload. They can increase the effectiveness of their spells but get Strain points, which at some point will explode around you. Not bad unless allies are nearby.
Spellbinder: This path allows you to have an enchanted weapon and cast spells at the same time. Its the best option for trying to make a "fighter/mage", whether your Novice class is a Warrior or a Magician or Priest. A spellcaster with the Battle Tradition could be especially deadly, but won't have the Health of a Warrior.
Thief: This path lets you be extra slippery and gives Talents that cover most expected Thief abilities. Not much else to say.
Warlock: Spellcaster who can mimic others' spells. Good for Magicians who want to get sneakier or Rogues who dabble in magic. I think this one would be really fun to have in a game. Spellcasters are fairly specialized, so mimicking the spells of enemies would give a player the chance to cast more of a variety of spells.
Witch: This is awesome. I love witches and don't understand why they're not more prominent in fantasy games. They start off with a unique spell, Witch Fire, which kind of turns the caster into a will-o-wisp temporarily. At higher levels they get a flying broom and a familiar. Witchcraft is actually a religion, so Witches could be Priests or Magicians depending on how they want to play, and of course any Novice path can go into any Expert path if they want.
Wizard: I'll go into more detail in another post, but even Magicians don't get that many total spells. Its comparable to Sorcerers in D&D or a 1st-ed Magic-User who has a stingy DM and only has the basic number of spells. I think it will work fine in play, but they don't have as much versatility as D&D players are used to. The Wizard path tries to correct that, but I think I would tweak it a little more. They get a grimoire with three spells that they can swap for spells they know when cast. The problem is its difficult to replace the spells as you level up, and I would make that easier.
There's lots of cool options with the path system. Its easy to build on a Novice path with an appropriate Expert path, like Warrior into Fighter, but there are some other interesting possibilities. Especially if you have a DM (like me) who is flexible with the rules.