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The roles don't matter as long as you and your DM take into account the capabilities that you are lacking in how you tackle encounters/how encounters are designed.  And 'capabilities' doesn't just include the roles, it includes the powers, feats, gear, and everything else.

The four roles are basically clustered packages of jobs that typically need to be done to succeed in combat. The question is a) can you do the jobs, and b) can you compensate when you can't?

The jobs include:
Eliminating enemies (typically by dealing HP damage).
Eliminating minions (seperated because it's a very different specialization).
Absorbing enemy attacks. 
Healing HP in combat.
Preserving Healing Surges (bonuses to HS spent, surgeless healing, etc.)
Grant saving throws and bonuses to saving throws.
Prevent enemies from performing their preferred action. (ideally preventing them from performing any action.)
Apply bonuses and/or penalties to tilt the odds.
Rearrange the battlefield.

If your party can't do all of these jobs, then there will be times where you find yourselves struggling because you can't deal with your situation in the most expedient way. As long as you can do the first three, you can generally win.. but if you can't do the healing and saving throws thing your party will be susceptible to a potential death spiral effect: a party member can go down and then you have fewer PCs in the battle and the tide turns further against them because you can't get them back in. 
If you can't stretch your healing surges you may be unable to handle longer adventuring days.
Bonuses/penalties are a little harder to evaluate, and generally aren't strictly necessary, but they can make a pretty huge difference at times.
Rearranging the battlefield is something that is sometimes completely irrelevant, but can sometimes make all the difference in the world, especially in fights with dangerous terrain, or where AoEs are involved.

The roles generally involve clusters of theses grouped together for convenient shorthand, but keep in mind that no pre-essentials classes are strictly forced into purely one role, and anyone can branch out further by multiclassing. THe big question isn't "does my party have someone labelled 'leader'?", though that may be something you ask up front in a new group to get an idea of where there might be some weaknesses. The big question is "does my group have combat healing? save granting? bonuses? attack granting? HS preservation?" and if the answers are no, then you need to incorporate that into your tactical thinking.

When I started LFR at the beginning of the campaign, the first wave of PCs in my area had no leaders. (The second wave was almost all leaders. :P eventually we mixed it up a little and it worked better.) We got used to the need to kill the enemy before they could take us down, using Second Wind (often by heal check) and healing potions to keep off the floor, etc. As we levelled up, some of us picked up various off-class heals, such as the wizard multiclassing as a cleric (and taking a powerswap for a utility that granted a healing surge + his Cha modifier (-1)). We got along just fine without a leader, but we certainly felt the absence, and appreciated it when a leader came along.   

In my experience, not having a character with a decent heal ability has a large impact and causes combat encounters to be much harder.

On the flip side, having a lot of defensive characters or no decent damage dealers can make combat encounters take a lot longer than they should do.

There isn't really any right set-up for a party, I wouldn't get too hung up on roles. I think the most important thing is the party work together and understand their strengths and weaknesses. 

Many classes are cross-role.  So it's easy to make up for any deficency.