Much like player classes are split into leaders, controllers, defenders, and strikers, monsters in 4e are also categorized by role, or their function on the battlefield. This is a great tool for DMs because they can glance at a monster stat block without reading any of the powers and have a pretty good idea of how that monster is going to behave. In this article I'll discuss primary roles: artillery, brute, controller, lurker, skirmisher, and soldier.
These are probably my favorite type of monster to use because they're easily identified priority targets. They have high single-target damage output and often some AoE's as well, and because they're using ranged attacks their targeting capacity is excellent. Simply pick one of the PCs, move to get a clear line of sight (i.e. eliminate cover) if possible, and fire. From the DM's side of things, it's the easiest way to have the monsters focus fire, which provides the greatest threat to the PCs. They're also easily protected by front-line enemies, terrain, and other hazards which can serve as challenges that the PCs must strategically overcome in order to engage the artillery. It's often getting to the artillery which provides the real challenge, and PCs are rewarded with the fact that artillery defenses and HP are the lowest of any other monster role, meaning they go down quick.
This is my other favorite monster role, and I'd go so far as to say that they provide the best "base" for an encounter. That is to say, when you're designing most encounters you should start by adding in some brutes and going from there. They're simple to run, since they usually walk up to a vulnerable looking target and start swinging away. They deal high damage so they pose a sufficient risk to PCs (and after all, combat is fun because it's risky!), and they have high HP which gives them some staying power. They also have notably low defenses (except Fortitude, usually), which means that when PCs attack them they're likely to hit. Basically, DMs like running them and PCs like fighting them, so you might as well use them a lot.
The most important thing to keep in mind with controller enemies is don't go overboard! Most fights probably shouldn't contain a controller, and the ones that do should almost never contain more than one. Why? Controllers screw over PCs by taking away their actions. PCs would rather have their HP taken away, because they like doing stuff. As a DM, you also like when the PCs do stuff because otherwise the encounter stagnates. That's not to say you should never use controllers because they do pose a different kind of challenge, and it's always nice to keep things varied and interesting. Use them when you really want to maintain tactical control of the battlefield, whether that's to ramp up the challenge level, to keep certain monsters around longer, or to make it more difficult for the PCs to complete some other objective (i.e. keep them away from the trap so they can't disarm it).
These guys are a lot of fun, and can be very tactically rewarding. More than any other monster role, these will put the threat of death on your players. Most of them appear every other round to deal massive spike damage, and then use their standard action to disappear or become really tough to hit or damage in between damage spikes. They also tend to be mobile, adding in an element of suspense; you never know where the lurker will strike from! Because they put such intense pressure on the PCs, you generally only want to include 1, or sometimes 2, in any given encounter. They provide a great incentive for PCs to focus fire on the rounds when they're actually vulnerable, but beware that if your players are not tactically savvy they can really wreak havoc. Many of them can be really swingy as well; if they don't hit, then that's usually 3 rounds where the PCs didn't suffer any of their massive damage making their contribution minimal. If, however, they crit or roll high for damage they are very likely to outright kill bloodied PCs by bringing them down to their negative bloodied value (and by playing tactically there's no reason why a lurker wouldn't go for the most vulnerable PC). For this reason alone they should be used somewhat sparingly; after all, the more lurkers you use the more likely one of your crits is going to come from them.
Skirmishers tend to deal respectable damage, often dealing more conditionally (if they have CA, or if they've move a certain number of squares). The most significant way that they harass PCs, however, is by their mobility. Defenders and controllers often have a really tough time locking them down, so they often have their pick of the juiciest targets (usually a squishy PC or one that's already suffered a lot of damage). Despite this, they usually have solid defenses meaning that they won't be the low-hanging fruit that an artillery or brute is. They're great for harassing the party, and can be a very effective distraction as the PCs try to take these annoying little buggers out instead of the real priority targets (artillery, controllers, lurkers). They're safe to use frequently, and their function will often vary depending on what other types of monsters are present. They'll usually try to occupy a certain PC's attention and then avoid (or mitigate) the consequences of doing so, or they'll focus fire much like artillery, since they too have excellent targeting capacity.
These are the typical front line guys that attempt to keep the party away from the rest of the monsters. They will almost always be the lowest priority target because their job is to get in the way more than being a legitimate threat. Personally I use them somewhat sparingly, often using a combination of brutes and minions to substitute their function on the battlefield. Why avoid them? They deal relatively low damage so they're more of an annoyance than a legitimate threat to most PCs, and worst of all they tend to have very high defenses which means that PCs end up missing more often (especially if the soldiers are higher level than the party; try to keep them at level or level +1 to reduce missing). Players get frustrated when they're constantly missing. In short, they're not really fun to fight. That doesn't mean that you shouldn't use them, though. They hinder PCs quite well, and as long as the PCs employ tactics to circumvent them and save them for last they do create an interesting dynamic. Feel free to make them more likely to surrender or flee if the PCs are in mop-up stage; they'll know that they don't stand much chance of defeating the PCs without help from high damage allies. Furthermore, mop-up against high defense enemies that don't pose much of a damage threat is extremely monotonous; everyone knows what the outcome will be, so why roll all of those dice since the battle has ceased to be exciting at this point?
Putting it all together
Like a party of PCs monsters are not designed to exist in a vacuum; it's assumed that they'll fight as part of a team, and utilize appropriate terrain and tactics (assuming they're intelligent). Even if you mix it up occasionally, you should try to pair monsters that work well together up. The classic example is a front line of soldiers blocking access to artillery, who are barraging the PCs at range. Most of your encounters should also have an obvious priority target or two so the encounter's not just a slugfest against some random enemies. Artillery, controllers, and lurkers are almost always high priority, though brutes and skirmishers can sometimes fill that role too. Don't forget the effects of level, either. A line of level-1 artillery may end up being less dangerous than a single level +4 brute. Everything I've said has been a generalization, since there is a great amount of variability between monster level, the actual powers a monster has, or even their damage dice vs their static modifier (high dice, low modifier attacks will be more swingy, and crits will probably hurt more). Fine tune your encounters by picking out monsters based on their powers and/or traits, and feel free to tweak monsters if you can't find exactly what you're looking for.