My favourite 4-person party in Gloomhaven: Sun (tanky tank!), Music Notes (makes Sun pretty much invincible), Scoundrel for massive single target damage and Angry Face for ranged damage. Looking forward to playing Frosthaven!
My favorite roll is to play as the leader of the group. In combat I typically roll as a high dps damaging player. Il even go as far as sacrificing defense for more offense, akin to a glass cannon.