When I saw this topic pop up in a thread I was going to write a short article titled the role of the mage. Since this thread has already been created I guess I'll layout my thoughts here.
It seems to me that there are three main roles that mages can take in a game of MW. They are the beatdown mage, the tactical mage, and the support mage. These categories are broad enough that mages will fill them in different ways, but are still fairly easy to define.
The beatdown mage is a primary attacker. He may be a solo mage or he may have some help from his friends. The one thing you can be sure of though, he will be on the front lines mixing it up.
The tactical mage is not shy about fighting. The primary difference between him and the beatdown mage is that he is more prone to pick his spots to attack, trying to deal decent damage while minimizing his own personal risk. The tactical mage will be a secondary attacker and use creatures to put the pressure on the opposing mage and keep him off-balance.
The support mage is not prone to taking risks. He will let his creatures do his fighting for him, while he supports them from the rear with buffs, ranged attacks, and fresh troops to replace the fallen. Since the only way to win a game of mage wars is to defeat the opposing mage, the support mage will eventually find himself in combat as his opponent brings the fight to him. He only engages in melee combat when it is more prudent than running away.
I suppose there may be more than three categories but these seem to cover the roles I have seen mages take so far.