I haven't spent enough time with all of the characters so this is an incomplete list. Here are some early thoughts.
Mozgog: This guy can stay in the lane all day! His heal is super useful and has a super short cooldown considering its utility. Probably the best roamer/designated ganker in the game with his speed boost and cc. I can't tell you how many times I've had 2 guys on my ass while I was at about 15% health only to pop the heal, turn around and annhilate them both. Also, why does he have an AOE fear that does that much damage? I mean seriously. Come on. Easily my favorite character and most consistent.
Arathorn: Huge damage output, tons of health and he's ranged! All of his abilities are damage based and do big numbers which is insane considering his auto attack is so strong. He pretty much has everything except a heal. If you've got someone to heal you, you're probably going to win your lane. Pick him if you want to get the most kills.
Haldir: Takes more finesse than the above 2 but still really good. His abilities kinda suck but he makes up for it with long range and a stong auto attack. His A button and Y button abililtes are channel abilities and don't do a ton of damage. They're really used more as cc. If you want to do a ton of damage at range, skip Legolas, pick Haldir.
Gandalf: Maybe the worst character in the game? You can walk right out of his ult while it's going off. Even if you sit in it the whole time it still doesn't do that much damage. I've found the only way to really make his ult any good is to get behind them, fire off the ult then stun them with B button as they try to run and then X button for more damage. This will kill the squishies but you'll need to stay on the warriors and defenders to finish them off. He's supposed to be a tanky mage but he fails at cc and damage, so what is he good at???
Hildifons: Super fun to play! Without a doubt the most annoying character to lane against especially if he has an enchanter or defender partner. The problem is he has no ability to focus anyone down and he can't get out of trouble when caught out of position. His abilities all take too long when he's got an enemy on his tail, so once a warrior or striker is on your ass, and you're not near a tower, you're dead. Occassionally his ult can get him out of a sticky situation if he puts it in front of him as he's running away. Your role is pretty much to annoy your enemies and do an extra little bit of damage and cc while your carries do the bulk of work.
Ori: I still haven't made up my mind completely about him. He seems like he could be ok. I need to play him some more. His problem lies in the fact that his abilities take way too much time to come out and only his ult stuns. Which means while you're doing your A,X,A,B,Y combo, you're getting wailed on the whole time. Really good in team fights but suffers in lane unless he's got a really strong partner. If you're playing against him and he's doing his casting combo bullshit, just lay into him until he's dead. He's super squishy. You should probably just play Agandaur if you want a nukey glass cannon mage.
Sauron: I know, I know, he's got Karthus' ult. He should be super annoying and broken right? Nah, he's not really that scary. He's super slow and his A button is really hard to hit with unless you've stunned them first with X. Looking at his abilities he looks like he'd be a fantastic ganker. His ganks usually go like this: stealth in with B, stun them with X, knock them back with A and then your auto attack is too slow and under-powered that they get back to their tower before they're at a quarter health. And the ult doesn't do that much damage. It's just an annoying fear on the whole enemy team.