Welcome to 4E. Compared to 3.5, the Wizard is a bruiser. Everyone is a lot tougher.

As said above, 4E is a team game. There are four roles. It works best when each role is covered, but you don't need them. Which of these sound best to you:
Defender - You can take the biggest hits in the party and when an enemy is stupid enough to ignore you, you often get an extra chance to beat on them. Your job is to give the enemy two bad options, attack your better defenses and more hit points, or attack one of your allies and get punished for it.

Controller - How would you like to make the enemies hate life? That's what a controller does. You take away all their options so they can't do anything effective. They may as well go sit and cry in a corner. This is probably my favorite role because it allows for the most tactical play.

Leader - The leader is not necessarily the one who makes the big decisions for the group (some people think that, but it doesn't have to be true at all). He is also not just a walking box of bandaids anymore. Most of your healing is either a minor action or comes along with another power that has other cool effects. You are a force multiplier. Whatever good things the rest of the party can do, you make it even better. This is probably the most important role because it allows you to take on more powerful foes and come out on top.

Striker - The most appealing part of a striker is the damage... oh the damage. You pick out an enemy and make him DEAD. In some ways strikers are a more independent role, since you usually have the mobility to run around the battlefield dishing out heaping helpings of hurting, but if you learn how to play well with the other roles, it only enhances your effectiveness.

These are stolen from Dariathalon, and they are great explanations of the roles I think. Also, in this game, everyone deals damage. The cleric hits somebody, and the hit makes healing happen. Very few things in this game don't do some kind of damage. It may not be tons, but some. If you want to be durable and go good damage, any number of Fighter or Paladin builds could work, Barbarians and Monks also have those options. The Rogue and Avenger can be hard to hit.

If you can tell us what the others are playing, and what you want to do, we can point you in the right direction.