Disclaimer: The Warframes listed on this page are my personal preferences - depending on your playstyle you may prefer other Warframes.
With so many Warframes to choose from it should be possible to find some that suit your personal playstyle. The Warframes on this page are either Warframes that I find fun to play i.e. they make me feel like a very efficient Space Ninja - and/or they are very good at doing specific challenges or missions.
I recommend you try acquiring these Warframes as soon as possible, as they may make it easier for you to progress - some are very good at certain mission types, some make certain challenges or Mastery Rank tests much easier.
However, I strongly suggest that you try getting all Warframes as you progress through the game; not only is it great fun to try something different, leveling them also gives you Affinity to increase your Mastery Rank. And perhaps you may find some other Warframes that better suit your personal playstyle.
Check out this page for information on how to get more Warframes.
Notice that many Warframes have both a standard and a Prime version. Prime Warframes have better stats and also look cooler and in some cases are also easier to get than the standard Warframes. Check this guide for more information on how to get Prime Warframes (and weapons).
Warframes for New Players
I highly recommend new players start by acquiring Rhino and Frost as soon as possible. Rhino is a super strong tank with good crowd-control and DPS buf, so he is great when progressing along the map but also very useful at endgame content like hunting the Eidolon bosses. Rhino is also the meta for carrying index points in The Index. Frost will make Defence-like missions much easier, as his Snow Globe can protect both the mission target and any team players standing inside against enemy fire.
If you have trouble with Spy missions you should try a Warframe with stealth abilities like Ivara or Loki - with the right build they make it easy to get to the terminals undetected. Unfortunately you need to progress an unlock Uranus and Neptune before you can acquire all the blueprints for Ivara or Loki.
Riven Challenges and Mastery Rank tests
If you get stuck in certain Riven Challenges or Mastery Rank tests, you should try looking at other Warframes, maybe you will find some abilities make the challenge easier.
For instance, on most MR tests with moving/disappearing platforms Ivara can use her Dashwire ability to make it real easy.
Other MR tests require you to finish the test before a timer expires; in this case a fast moving Warframe like Gauss, Volt or Loki will help you beat the timer (also remember to add mods for improved sprint speed).
If you are having trouble doing the Riven challenge where you need to solo a high-level Interception mission it may seems impossible at first - but with the right build Nyx makes it very easy. And Zephyr can help you with Riven challenges where you need to kill 3 targets in a single aim-glide.
What is the best tank warframe? Well, that depends on which mission or boss you are doing. For new players I highly recommend you get Rhino as your first priority - he is a very strong tank and can help you progress through the star chart and can even be useful when learning how to kill the big Eidolon bosses. Nezha is very easy to get for new players - just join a clan that have already researched the blueprints - he is not as strong as Rhino but his speed buf make him a better choice for some mission types. Besides being strong tanks, both Rhino and Nezha have very good crowd control abilities.
As you progress through the game I highly recommend you unlock Inaros, who has the largest health pool and can survive damage that would certainly kill any other Warframe.
Hildryn has the strongest shield and can also shield her allies but getting her blueprints is a lot harder than the other Warframes mentioned here.
Some Warframes may not be considered tanks but can still survive a lot of damage without dying. For example Nekros with his Shield of Shadows augment is able to solo content that would be difficult for most other Warframes - not only does this reduce incoming damage but his Desecrate ability also cause lots of Health and Energy orbs to drop from enemies.
Rhino or Rhino Prime is simply a must-have warframe! Luckily, Rhino is very easy to get for new players as the blueprints drop from the boss fight on Venus.
Rhino also have very good crowd-control with his Rhino Stomp ability. Although he can charge into enemies, he is not as fast as Nezha though.
Rhino's Iron Skin ability is very strong - with the right build and augments it can be insanely high! This ability make Rhino a great choice for carrying lots of index point when doing The Index.
The Iron Skin and Roar abilities also make Rhino a great choice for fighting the Teralyst boss on Plains of Eidolon, as it will give a damage buff to all nearby allies, which is very useful when you have to nuke the boss.
Nezha is not as "tanky" as Rhino but has more speed and damage abilities, which makes him a great choice for many types of missions. For example, Nezha is a good choice for Capture or Sabotage missions as his Firewalker ability will get you to the mission target much faster. Nezha is also great for doing bounties in Fortuna, where his sprint boost make you more efficient as you need to run around inside caves and buildings, and his crowd-control with the Divine Spears is great when the alert level goes up and lots of enemies starts to spawn.
Nezha is very easy to acquire for new players - his blueprints can be bought from the Tenno Research Lab in your clan - if you are not a member yet, then check the recruitment channel or consider making your own clan.
The Firewalker ability give him a sprint boost while also damaging enemies that walk into his burning trail.
The Blazing Chakram ability deals damage to enemies and cause them to drop Health Orb or Energy Orb when killed. Marked enemies will also take increased damage. Nezha can also teleport to the location of the Chakram by casting this ability a second time while the Chakram is still flying.
The Warding Halo is a great tank ability as it absorbs 90% of incoming damage and also protects Nezha against all status effects. Furthermore, the Warding Halo staggers nearby enemies and deal Slash damage to them.
Finally, the Divine Spears is a great crowd-control ability, where nearby enemies are impaled by spears and will temporarily be incapacitated and take Impact damage from the spears; pressing this ability a second time will case the impaled enemies to crash into the ground taking Impact damage.
Inaros is a very strong tank, who do not rely on shields (he does not have any!) but instead has a huge health pool and strong bonus armor + several health restoration and crowd-control abilities. At level 30 he has 2200 health points - by stacking health mods you can easily reach 7-8.000 health!
Furthermore, Inaros has three (!) abilities that will restore his health by doing damage to the enemies. If you know how to use his abilities and have a decent build, it is almost impossible to get killed when playing Inaros.
If you prefer to do a certain mission or quest solo, then Inaros would be a good choice - if you should be killed, he is able to resurrect himself by sucking the life out of nearby enemies (or allies). If there are no nearby enemies, he will however still die when the resurrect timer expires.
Frost / Frost Prime is also very easy to get for new players but highly recommended for all kinds of "defence" missions. Frost and Frost Prime are very good at defending the mission target in Defence / Mobile Defence / Excation / Interception missions by casting the Frost Globe ability that creates a shield around the target. Frost can cast this spell several times on the same target to make the shield stronger or place several frost globes around the map, e.g. to protect all Interception targets. With the Chilling Globe Syndicate mod enemies have a 50% chance of being frozen when entering the frost globe.
Limbo / Limbo Prime is one of the best Warframes for defence mission - perhaps the best. With a combo of Cataclysm and Stasis abilities Limbo can not only protect a mission target and team mates against damage from enemies outside the Cataclysm rift, the Statis ability will freeze any enemies that try to enter the Cataclysm. The only drawback is that you can neither shoot at enemies outside the Cataclysm while you are inside.
Limbo is also great for speed-running solo missions, where he can simply roll into the Rift plane, where he can not be damaged from any enemies in the physical world. He can simply run by all enemies without even caring about them; when he reaches the mission target he can cast Cataclysm + Stasis to protect the area and kill any nearby enemies.
Vauban / Vauban Prime has a great toolkit: He has several CC and AoE damage abilities, can strip armor and also provide DPS or speed buf.
I find Vauban useful for many different mission types but especially like to use him on certain Defence type missions. He is not able to shield the mission target like Limbo, Frost and Gara can but he has four (!) different crowd control abilities including one of the very best in the game: Vaubans Vortex ability (press and hold the 4 key) deploys a singularity that drags all enemies in and hurls them around the center of the singularity, where they can easily be killed with your weapons - or you can simply use the Photon Strike (#3 ability) ability to nuke them.
I find Vauban especially useful on Sortie Defence missions, where the mission target will walk around and walk out of e.g. Frost's Snow Globe protective shield; just build for max Range + Duration and Efficiency and spam the Vortex ability, this will make it impossible for enemies to get near the mission target!
Against high level armored enemies you may prefer the standard #4 ability: Bastille. This ability raises a containment field that traps enemies and also strips armor over time + boost your own armor while standing inside the containment field. When the containment field collapses, it will turn itself into a Vortex for 3 seconds giving you time to finish off the incapacitated enemies.
Nyx / Nyx Prime is both fun and useful. If you get one of those Riven challenges where you need to solo a LV30+ Interception mission with a Hobbled Dragon Key fear not - Nyx can easily solo such missions!
Just mod Nyx for extra Range + Duration and some Efficiency, bring some Energy Restore's and spam the Chaos ability, which will force all enemies within range to run around attacking each other. Also consider using the Shade companion to cloak yourself if there are nearby enemies when you recast Chaos. Btw, Xini on Eris is a good choice for unveiling this Riven challenge.
Nova is able to either slow down or speed up enemies. When build for max Duration + some Strength she is able to slow down all nearby enemies. This is especially useful for Disruption missions, where Nova can slow down the Demolyst (and all other nearby enemies too) giving your team more time to kill the Demolyst before it reach the conduit. Nova is also able to maintain a damage reduction buff, which makes her a decent tank.
Loki / Loki Prime is my favorite Warframe for Spy missions. Loki is able to remain cloaked longer than any of the other stealth warframes (Ivara, Ash, Octavia) and he is also able to sprint faster, making missions more efficient/faster. Loki is also very useful for Kuva Fortress missions as he is able to simply sprint by enemies and cameras/lasers while cloaked.
Loki is the fastest Warframe, which makes him a good choice for those Mastery Rank tests where you have to complete the map before a timer expires.
Ivara is also great for Spy missions and other kinds of stealth gameplay. With the Infiltrate Syndicate Mod Ivara is able to bypass lasers without being detected.
However, the main reason why you need Ivara is her Dashwire Arrow ability, which makes some Mastery Rank tests much easier. It is also very useful in some missions, where it allow you to easily reach platforms that are otherwise unreachable or sneak over the enemies, lasers etc. undetected.
Her blueprints drops from Spy missions, if you manage to hack all 3 terminals - see Wiki for details.
Nekros / Nekros Prime is great when farming materials for building new Warframes and weapons, as his Desecrate ability cause enemies to drop more loot when killed. Nekros also have some great tools for keeping himself alive, so he can easily solo high-level missions when farming materials.
Nekros is a must have on Kuva Survival runs, where his Desecrate ability helps the team stay alive by forcing enemies to drop more Health Orbs, Energy Orbs and Life Support. Also the Catalyst target will drop more than one catalyst so you can instantly start harvesting Kuva from new life support portals.
Healing / Support
Trinity / Trinity Prime is the most versatile healer/support Warframe, as she can reduce incoming damage and restore Health/Energy/Shields of nearby allies, companions, Eidolon Lures, hacked drones etc. Her abilities make her very useful when hunting the Eidolon bosses as she is able to reduce incoming damage and heal not only the team itself but also companions and the Eidolon Lures. Furthermore she can provide Overshields and restore energy to nearby allies, which allows for a faster fight.
The main disadvantage of Trinity is that her blueprints are a lot harder to farm than most other Warframes; futhermore the relics that drop blueprints for Trinity Prime are currently vaulted.
For this reason new players might consider farming blueprints for Oberon instead, as he is much easier to acquire and also have a healing ability + chance to drop Health Orbs. Wisp is also a very good healing/utility Warframe that experienced players can easily farm in a few hours.