Disclaimer: I have just looked over the class and not actually playtested it yet.
However, my gut feeling for the class is that it is pretty awesome... as a prestige class.
As as base class? Atrocious. :(
Anyone remember the Factotum? A class that made the Rogue pretty much obsolete and which's very own fluff reads like the essential description of a prestige class: Someone who has spent years (as what, Commoner?!) to hone his skills and abilities to use flashes of insight to boost his performance.
That would have made an awesome prestige class indeed. But as a base class it just made other classes non-viable and that is a bad thing.
Add to that that, in and of itself, the Avenger is basically a crappy Fighter-wannabe who can only deal with encounters that contain no magical threats. And as the whole class is built around the assumption that you will be operating ALONE(!), he can only really mop up mooks. He may do that well enough but any threat of his own level is a coin toss. :(
The Stalker would be better suited as a Rogue archetype, or better yet an alternative Rogue class like the Ninja. They get sneak attack for crying out loud!
The Warlock... Uh, what exactly are you doing if you do not take all the Arcane Training talents? Spells are the only reason you are a Warlock Vigilante to begin with, right? So you end up being a half-caster who needs to spend a good portion of his supposed class features to be one. What?! Now if those Arcane Training talents were available to all Vigilantes, in slightly weaker form of course...
The Zealot looks just like an Inquisitor with the whole dual identity gimmick tacked on. As for his casting, same issue as the Warlock.
Bottom line: Needs work. If this is supposed to be a base class, maybe make the character actually grow into the whole dual identity thing over the first three or so levels. Unless you feel that first level characters ought to be already much more larger then life then the usual mechanics make them out to be (remember: Death comes sudden and easy on level 1 2 and sometimes 3!).