What is the difference between different role types?

From the help:

• Business Roles — Includes users and typically includes technical roles as entitlements via a hierarchical parent role relationship with technical roles.
• Technical Roles — Includes entitlements and are typically child roles to business roles.
• Global Roles — Includes both users and entitlements.

So if you create roles that hold users but no/limited entitlements other then roles use business roles, if you create roles that hold entitlements and no/limited users use technical roles and if you create roles with lots of users and lots of entitlements use global roles