Each path has a character which is meant to walk that path. These are:

Way of the Wizard: Gandalf
Way of the King: Aragorn
Way of the Hobbits: Sam

In addition, there are other characters that you can use to replay the game as many times as you wish. These are:

Gimli, the dwarf
Legolas, the elf
Frodo, the hobbit

The Secret Characters:

Merry, the hobbit
Pippin, the hobbit
Faramir, the son of Gondor

Return of the King Walkthrough

Lord of the Rings: Fellowship Review
Lord of the Rings: The Two Towers Review