SWEEPER: The basic role in Pok'e Mon. Sweepers are used to take out an opponent's Pok'e Mon with attacks. Sweepers are what most beginners to Pok'e Mon want. Not the best way to go, IMO. Mostly, a Sweeper can be a Setup Sweeper or an All-Out-Attacker. All-Out-Attackers usually require support from teammates via Baton Pass or lowering of a foe's defenses. They consist of Pok'e Mon with naturally high offensive stats and/or Pok'e Mon with high base-damage moves, such as 100-180 base. Uber Pok'e Mon are prime examples of this; they have a combination of both raw power stats and moves. Salamence is another rare example of an All-Out-Attacker. Setup Sweepers include some All-Out-Attackers that require Baton Pass support. They usually have medium-to-high stats and move base damage. And, unlike All-Out-Attackers, they have stat-boosting moves, such as Swords Dance, Nasty Plot, and Dragon Dance (common/popular uses). Dragonite is a prime example of this. Most [good] Dragonites have Dragon Dance in combination of a bunch of Physical Attacks and coverage moves. Sweepers generally have terrible bulk (with the exception of Dragonite, Ubers, and a few others).
SUPPORT: Crucial to Pok'e Mon teams. Supports are used to strengthen/aid other teammates. There is a MASSIVE variety of Support Pok'e Mon out there. So many that I will only just explain to you the basics. Support Pok'e Mon basically "set the stage" for Sweepers to easily take precedence over the field. They can Baton Pass a Shell Smash/Swords Dance/any stat boost, they can set up traps, they can create weather, WHATEVER suits your team. Common ones are Forretress and Skarmory, both of the Setup class. Latias is also a common one; it's bulky, can do Dual Screen (Light Screen+Reflect), and Healing Wish to top it off.
STALL: Common, but not necessarily crucial. Utilizes end-of-turn damage and survival to wear out the opponent. Stall Pok'e Mon are very common, though not as crucial to a team as Sweepers or Support. However, there are whole teams based on stall. A basic Stall Pok'e Mon has Toxic or Will-o-Wisp to wear out an opponent. Meanwhile, they usually are equipped with greater defensive stats and access to Protect and Substitute to stay alive, but they do not necessarily have great bulk. A perfect example is the ever-annoying Gliscor. Gliscor has access to all three: Protect, Substitute, and Toxic. That said, it can alternate between Substitute and Protect, while reliably healing due to Poison Heal and a Toxic Orb. It waits until a reasonable skip is found, and it sets a Toxic, and it's "bye-bye" for non-Steel types without Magic Guard/Magic Bounce. Hail and Sandstorm can be used in combination of Magic Guard instead of Burn and Poison, but are not nearly as effective.
TANK/WALL: An optional but non-crucial roll. Utilizes sheer bulk to outlast opponent. Blissey. That's what you think of when you say Tank. Almost nothing else. Personally, I prefer Chansey, due to the advantage of the Eviolite. Giratina is also a good Tank, exclusive to Ubers. Tanks use Toxic and Will-O-Wisp to aid in damage output. Tanks are used for more than one reason: they can Stall, set up, Baton Pass, and, most importantly, absorb damage from usually fatal attacks via switch-in and sheer bulk. Taking damage on switch in is an important aspect of Tanks that Stalls cannot accomplish (cleanly).
REVENGE KILLER: A semi-crucial component to any team. Revenge Killers are fast, frail, and deadly. Why, you ask, would you need a Revenge Killer when you could have a Sweeper? Revenge Killers are a class all their own. The idea is that they come in when an ally faints, and use the free switch-in to inflict "revenge" on the foe that did so. Not that you'd necessarily use Revenge (in fact, DON'T). Revenge Killers are designed to outspeed nearly anything, do a lot of damage (in hopes of OHKOing the foe), and GET OUTTA THERE!!! They cannot withstand an attack. Usually they are hit-and-run strategy Pok'e Mon. They have a Choice item (usually a Scarf to go faster) and access to switch-out moves, such as U-Turn and Volt Switch to get out while resetting the Choice item lock-on. Not so much on Retaliate, though. They also are equipped with massively powerful moves like Overheat and Draco Meteor; they'll have to switch out anyway, why not have moves that get their consequences reset upon switching?
Dang it... I dropped a Wailord post... eh, at least you've taken a step further into the competitive world. This is how I usually view the game. Trust me, you get used to it after a while. But before I go, I will continue with some honorable mention rolls that aren't really main, but are also a [sub-] class all their own:
SETUP: Setup Pok'e Mon are semi-crucial. They set up traps to damage opponents to discourage switch-out. Well, the two Pok'e Mon that should come to mind are Forretress and Skarmory. Setup Pok'e Mon generally have multiple traps, which include Stealth Rock, Spikes, Toxic Spikes, and Leech Seed. An additional thing Skaromory does is Whirlwind the opponent constantly to have the traps to wear out the opponent's team to fainting, or at least give Sweepers an easier time Sweeping.
SPINNER: An anti-Setup Pok'e Mon that has Rapid Spin. They are used to save your team from traps. Well, pretty basic, but this roll on a Pok'e Mon can mean the difference between victory and defeat against a team that relies on traps to wear you down. Rapid Spin is not at all for the damage; that is why newbie players completely negelect it. But it is probably the single most sought-after/needed move in the competitive scene.
SPINBLOCKER: Anti-Spinner. Side role given exclusively to Ghost-type Pok'e Mon. Being a Spinblocker is almost never a Pok'e Mon's main job. Usually a Support, Stall, or Tank Pok'e Mon is a Spinblocker on the side, simply for being a Ghost-type. The Ghost typeing is just to prevent the Normal-type Rapid Spin from executing and ruining your carefully laid traps.