If we're being technical, Roku is the first Avatar we meet, as we see him briefly in the opening credits. And despite him being gone, he's a powerful presence in the world of Avatar. Both in the shows, and in the comics.
As the Avatar that came before Aang, Rokus is the one who guides Aang on his journey many times. Often, revealing key facts about either the role and power of the Avatar, or the events that led to the war Aang is now consumed in.
Roku's wisdom and patience are almost beyond compare, but beneath that is a tortued soul. Roku truly believes its because of him that the Fire Nation essentially took over the world. And he wants nothing more than Aang to correct his mistake. Thus, he does all he can to help him.
Despite this, and certain arguments between him and Aang, Roku has proven to be a worthy guide, and is still considered a great Avatar by many.