Most of the RPG stuff I know about are from the D&D 3.5 set of rules, so if you are talking a bit about something else please describe it.
As for myself, my favorite is the Wizard. The ability to throw my weight around from halfway across the field instead of getting attacked head on makes me feel like a tin god. :D The Wizard can learn more spells, more often than a Sorcerer can, even if the Sorcerer can cast more spells per day.
My least favorite aspect of this is the inability to take a hit, with no armour and only a few more hitpoints than your average egg, I need to avoid any kind of imminant danger.
![Crying or Very Sad :cry:](./images/smilies/icon_cry.gif)
My role tends to be that of a generalist, mostly crowd control and buffs, although with the occasional fireball thrown in.