I just want to post this even though this question has good answers already.
Deoxys Defence: Tank/Hazard Setter
Deoxys-D is an often overlooked Pokemon, and for good reason. While it
has great defensive stats, its HP is lacking, and it simply can't
stand up to the powerhouses that rampage through the Uber tier. It
also receives competition from its sibling formes, most of which can
play the support role better. Despite its tragic shortcomings,
Deoxys-D can still help a team out with its fairly vast support
movepool. However, it will need some assistance itself; do not expect
to be able to just throw it onto a team and have it work for you. It
may not be the first Pokemon you consider for your team, nor should it
be, but it can certainly perform its roles well when given a chance.
Deoxys Attck: (Physical/Special) Sweeper
Fast, frail, and ferocious are all very appropriate words to define
Deoxys-A. With its incredible offenses and blistering Speed, Deoxys-A
is a top-tier lead in Ubers, able to defeat virtually all other common
leads in the tier. In addition, with access to Stealth Rock, Deoxys-A
can take a more supportive role in the lead position by setting up
this crucial entry hazard to aid its fellow teammates. Its ability to
easily defeat Deoxys-S, who is by far the most common lead in Ubers,
is a testament to how well Deoxys-A thrives in this position. Not only
this, but Deoxys-A is also a monster of a sweeper; virtually
everything in the game is OHKOed or 2HKOed by its attacks. Although it
has paper-thin defenses, its sheer power more than makes up for this
setback, making Deoxys-A a ferocious threat every team should prepare
for.
Deoxys Speed: Staller/Sweeper
Deoxys-S is in no way a bad Pokémon, but must now compete with
powerful cleaners such as Deoxys-A and Mewtwo, as well as other team
supporters like Deoxys-D. Still, one cannot deny the usefulness of the
fastest Stealth Rock and Taunt in the game, and while its offensive
stats aren't in any way comparable to powerhouses like Mewtwo or
Deoxys-A, its blistering Speed and diverse movepool make it one of the
best revenge killers in the game. While Deoxys-S can't sweep teams by
itself, underestimating it is a very dangerous thing to do.
Deoxys: Everything apart from Wall, Tank and Bulk
Deoxys has been living under the shadows of Deoxys-A and is labeled as
"outclassed" due to the fact that Deoxys-A has 30 more base points in
the physical and special departments than Deoxys. However, Deoxys can
still be an asset in the lead position with a little adjustment in the
EVs. There are plenty of EV investments you can play around with to
benefit from its defensive stats (even if they're rather miserable).
It's important to note that outside of the lead position, it is
completely useless, outside of the odd revenge kill with ExtremeSpeed
(watch out for Stealth Rock chipping away at the remainder of its
health though), so you're better off setting up Spikes as much as you
can before it dies. Overall, Deoxys is not entirely outclassed by its
other form; it is an asset on any team that requires a reliable lead.
This is all I wanted to post.
These are good roles and overviews of these Deoxys's
All Quotations are from Smogons gen4 moveset pages
http://www.smogon.com/bw/pokemon/deoxys
http://www.smogon.com/bw/pokemon/deoxys-d
http://www.smogon.com/bw/pokemon/deoxys-a
http://www.smogon.com/bw/pokemon/deoxys-s