Bard, Ranger, Rogue, or Monk?

The Bard is fantastically versatile. With access to every skill, expertise, full casting, and a decent set of proficiencies, the Bard can fill essentially every role in the party. The Lore Bard is more of the classic supportive Bard, with improved magical options and support abilities, while the Valor Bard is a decent front-line melee character who can bring their spellcasting and support capabilities into the heat of battle.

Strangely, the Bard's emphasis on the Performance skill from previous editions has wholly vanished. There is literally no reason to take the skill.

d8 hit points is fantastic for a full casting class, but you're not going to survive rushing into melee all the time unless you go for Valor to boost your AC.

Light armor and a handful of weapons won't give you a ton of options, but it's enough to get by, and Bards rely mostly on their spells and special abilities. You do get three skills of your choice, which opens up a lot of really great options.

The Monk is the iconic martial-artist, popular among those who prefer to punch things rather than stabbing them or setting them on fire. Monks are excellent Defenders and Strikers, and typically fill a role in party as the Fighter-equivalent. However, the Way of Shadow Monk can instead fill the role of the party's Rogue-equivalent.

d8 hit points is hard for a front-line martial class like the Monk, so be sure to boost your AC and hit points wherever possible.

No armor, no shields, and not a lot of weapons. You're expected to use "monk weapons", which are defined under the Martial Arts entry. Essentially you'll be using a 1d6 weapon until level 10, then you'll use your bare hands from then on. Monks get the typical 2 skills, and the Monk skill list includes a lot of mediocre options which depend on Abilities which Monks don't generally need.

The Ranger is an interesting mix of Druid-style spellcasting, Fighter-style combat capabilities, and Rogue-style skills. The Ranger can fill the role of either a Fighter-equivalent or a Rogue-equivalent (sometimes both), and works well as a Scout and Striker, but can't match the Fighter's capacity as a Defender.

Standard for martial characters, d10 hit points gives you plenty of hp to get through the day..

Medium armor, shields, and martial weapons are great, but without heavy armor almost every Ranger will go for a Dexterity-based build. Rangers also get three skills, which is unusually high, but since Rangers fall somewhere between a Fighter-equivalent and Rogue-equivalent, it makes sense that they get an extra skill.

Rogues are the quintessential Face, Scout and Striker. Sneak Attack allows them to do a huge pile of damage in a single attack, and their pile of skills allows them to easily handle locks, traps, guards, and many other challenges. While a party can function just fine without a Rogue, it's hard to compete with the sheer number of important skill and tool proficiencies offered by the Rogue.

Rogues split into melee or ranged builds. Melee Rogues frequently go for two-weapon fighting because it provides a second chance to score Sneak Attack, and hit-and-run tactics are great way to get into melee to attack before retreating behind your party. Ranged rogues (archer Rogues) typically rely on sniping. Hiding after each attack using Cunning Action is reliable and effective, though it can be very static and repetitive. Arcane Tricksters expand on these options with magic, but when it's time to kill stuff even tricksters use the same tactics.

1d8 hit points is dangerous if you go into melee alone, so be sure to have a nice tanky ally nearby and a healer waiting in the wings.

Rogues get all of the weapons they need to get by, but thieves' tools, and a fantastic four skills. Rogues are truly the master of skills. Pick skills which fit the theme and style of your campaign and your character well.