Mordecai is good with sniper rifles and revolvers (Although you aren't restricted to those, I haven't even found a revolver and I've noticed that a submachine gun is far superior to a pistol as a sidearm) and can send out his pet Bloodwing (Some kind of big hawk thing) to kill enemies. Since it seeks them out, it's good against enemies behind cover. His skill tree involves sniping, gunslingery, and various tricksy things to do with the bird.
Roland is good with assault rifles and shotguns, but again, I don't even use a shotgun with him, I haven't found any decent shotguns. He can drop a turret, which I believe provides some cover (It's got some kind of holographic barrier around it, it might be cover, I haven't tested it.) and does a lot of damage. His skill tree involves dakka, video game engineer stuff (Giving people ammo and the like), and medic abilities.
I don't have any experience with the other classes.
Also, my Roland has an awesome SMG. It's got a 54-round magazine, 2x scope, a good amount of damage, and (This is the big one) fires four rounds per shot. It does all kinds of killing at close range, but chews through your entire ammo supply in less than a minute.