In every rpg adaptation of touhou I've seen, Reimu's been either a support/healer or an all around type without many weaknesses. Personally, I've always found that weird. I imagine her with high stats all around, particularly in defense, but with abysmal speed, since in the older games her low speed used to be something that set her apart. A traditional knight type character.
In contrast, every time I see Yuuka she's exactly what I just described but to an insane degree. Ridiculously high stats all around, particularly HP, but horrible speed or movement.
Cirno's usually a seemingly weak character that has some kind of trick that lets her get away with hilarious stuff. Sometimes the trick is practical and she becomes a solid team member, sometimes it's not and she just gets tossed away.
While I can't come up with an archetype that Shou fits into, it seems like she's always a weak character at first who unlocks her true power through some story event involving the pagoda.
Tenshi's generally got really high stats in all areas, but there's always someone more specialized who does better than her or she has one crippling weakness. That weakness is never defenses though.