At the very beginning - rooks, they are useless at the start
Middle - pawns, they are the weakest, and only become much more usefull at the end when promotion is coming (this is general-you can prmote before endgame obviously)
Endgame - Depends entirely on position, usually either a bishop or knight id say.
My opponent's knights. I'm getting much better at looking for the fork but still every now and again I have to choose between my queen and my rook. Once, I had to choose between my queen, two rooks, and my king. How did I let that one happen?