All right, here we go.
I limited most hero categorisations to the maximum of two roles which are most characteristic of each hero. I prefer including whether the secondary role a hero has is important to mention, but not present in the core concept. However, exceptions need to be made and sometimes roles change when the hero gains the Ring, I will indicate this accordingly.
A
Anárion - Unit Supporter
Aragorn - Hero Killer with Hero Supporter aspect
Aranarth - Hero Supporter with Hero Killer aspect
Araphant - Unit Supporter
Arvedui - Tank and Unit Supporter (Ring: Tank and Hero Supporter)
Arwen - Hero Supporter
B
Balin - Hero Supporter
Bandobras Took - Hero Interferer
Bard - Special Unit Supporter with Hero (=Monster) Killer aspect
Beorn - Mass Slayer
Beregond - Building and Hero Supporter
Bilbo Baggins - Scout
Bill Ferny - Scout
Bofur - Building Destroyer
Boromir - Tank and Unit Supporter
Brand - All-Rounder and Unit Supporter
C
Carthaen - Scout
Celeborn - Hero Killer
Cirdan - Unit and Building Supporter (currently; future will be Building and Siege/Special Unit Supporter)
D
Dark Marshal - Unit Interferer with Scout Aspect (Ring Hunter form)
Denethor - Unit Supporter with Building Supporter aspect
Drar - Building Destroyer with Tank aspect
Drauglin - Scout and All-Rounder
Dwalin - Mass Slayer
Dáin (Iron Hills) - Unit Supporter with Building Supporter aspect (Ring: Unit and Building Supporter)
Dáin (Erebor) - Unit Supporter (Ring: Special Unit Supporter)
Dûrmarth - Hero Interferer and Hero Supporter
E
Eärnur - Hero Killer
Elendil - Building Destroyer
Elladan and Elrohir - Hero Killer
Elrond - Mass Slayer and Unit Supporter
Eomer (Rohan) - Mass Slayer and Unit Interferer
Eomer (Gondor) - Mass Slayer
Eowyn - Hero Killer
F
Faramir - All-Rounder and Special Unit Supporter
Fellowship of the Ring - All-Rounder and Mass Slayer
Fili - Hero Supporter
Frodo - Scout
G
Galadriel - Building Destroyer and Hero Supporter (Storm Queen: Building Destroyer and Unit Interferer; Blessed: Building Destroyer and Unit Supporter)
Gamling - Special Unit Supporter
Gandalf - Mass Slayer with Hero Killer aspect
Ghan-Buri-Ghan - Unit Support with Hero Interferer aspect
Gildor - Scout with Hero Interferer aspect
Gil-galad - Tank
Gimli - Mass Slayer
Gloin - Building Destroyer
Glorfindel - Tank
Gorbag/Shagrat - Scout
Gorthaur - Hero Killer with Mass Slayer and Building Interferer aspect
Gothmog - Unit Supporter
Great Goblin - Unit Supporter
Grima Wormtongue - Hero Interferer
Grimbeorn - Mass Slayer
Grishnakh - Hero Killer and Scout
Gulzár - Mass Slayer and Unit Interferer
Gwaihir - Mass Slayer
H
Halbarad (Imladris) - All-Rounder and Special Unit Supporter
Halbarad (Gondor) - Hero Supporter
Haldir (Lothlórien) - All-Rounder and Unit Supporter
Haldir (Rohan) - All-Rounder
Hama - Tank and Unit Supporter
Helegwen - Unit and Building Interferer
Hwaldar - Building Destroyer
I
Imrahil - Special Unit Supporter
Isildur - Hero Killer
K
Karsh - Tank
Khamul - Building Destroyer
Kili - Hero Supporter
King of the Oathbreakers - Unit Interferer
L
Legolas - Mass Slayer
Lurtz - Hero Killer
M
Malbeth - Unit and Hero Supporter
Mauhur - Scout
Merry - Scout
Mollok - Building Destroyer and Mass Slayer
Mornamarth - Special Unit Supporter with Mass Slayer aspect
Mouth of Sauron - Unit and Hero Interferer
Murin - Tank
N
Narin - Special Unit and Hero Supporter
Necromancer - Unit and Building Supporter
Nori - Scout
P
Pippin - Scout
Q
Quickbeam - Building Destroyer
R
Radagast - Unit Supporter and Interferer
Rogash - Mass Slayer
Rumil & Orophin - Scout
S
Sam - Scout
Shadow Lord - Unit Interferer
Sharku - Special Unit Supporter and Hero Interferer
Shelob - Hero Killer Interferer
Saruman - Mass Slayer and Unit Supporter (Blessed: Mass Slayer and Unit Supporter; Cursed: Mass Slayer and Building Supporter)
Sauron (Ring) - All-Rounder
T
Tauriel - Hero Interferer
Thorin II Oakenshield - Tank and Unit Supporter
Thorin III Stonehelm - Hero Killer
Thranduil - Tank and Special Unit Supporter
Théoden (Rohan) - Unit and Hero Supporter (Ring: Unit and Hero Supporter)
Théoden (Gondor) - Unit Supporter
Théodred - Building Supporter
Tom Bombadil - Mass Slayer
Treebeard - Building Destroyer and Special Unit Supporter
U
Ugluk - Special Unit Supporter with Hero Interferer aspect
W
Witch-King (Angmar) - Mass Slayer with Hero Interferer aspect (Ring: additionally, Building Interferer)
Witch-King (Mordor) - Hero Killer with Mass Slayer aspect
Wulfgar - Building Destroyer and Special Unit Supporter
Z
Zaphragor - Hero Killer and Mass Slayer
NOTES: I used the Monster Killer category once, for Bard, which obviously fits within Hero Killer category but I feel this distinction must be made explicit in some way.
On Special Unit SupporterThe hero has leadership abilities that do not function indiscriminately for all friendly units, but rather units of a specific type only (Thranduil supports Mirkwood-units, Brand supports Dale-units). This should not be a separate category but I believe it should be made more explicit that some leadership abilities are limited in effect to certain units.
On scoutsThe scouts, or early game hero as envisioned by the Edain Team, differ a bit amongst themselves in terms of usefulness, but they are usely an cheap version of an All-Rounder
On Hero InterferersHeroes like Grima, Shelob, Sharku, and Tauriel are not strong enough to deal with heroes on their own, but they have their ways of temporarily reducing their strenght. Therefore I want to propose a new category: Hero Interferer.
EDIT: I found the page that corresponds to this category, so there's no need to create a new one. It seems though that it's not properly hotlinked, and as such does not appear in the Categories tab at the top of the page.
http://edain.wikia.com/wiki/Category:Hero_Interferer