Roaming happens early-game and involves moving between lanes, hopefully unseen, and focusing your efforts on killing and hence keeping down enemy heroes and allowing your allies an advantage in their lanes. Clearly some heroes roam better than others, and these are often those with some kind of skill which can be casted often (low CD/manacost/both), and gets a lot of its power without levelling it to max (as you want it to be powerful from the get-go).
To successfully gang you need allies, the runes can also be very helpful, and seeing as how you'll not often be tied down to a specific lane, they'll often be at your disposal. A successful gank requires allies and good timing. As a rule, wait until your gankee is overextended and then strike, use your primary attack first to chip them down, then throw a slow/stun as they start to run away to maximise the usage of your spell. This is important as these early-game ganks can often come down to whiskers of remaining HP so you have to squeeze every last amount of use out of yoru spells.
Finally, manaregen, hp regen and small advantages over your opponents in terms of items are hugely important to all roaming heroes. As such, empty bottle is pretty much a no-brainer, giving you the means to use yoru spells more frequently and get the most out of any runes you discover, and in many cases early boots of speed, perhaps even as first item, will let you get kills you might not have otherwise gotten.
Veno is an excellent roaming hero from the very beginning of the game, his Venomous Gale allows him amazing ganking power due to the strong damage and the exceedingly powerful slow. Without runes Venomancer is nasty, with runes he is often fatal. Try to wait for the opponent to overextend themself in the lane and then strike with an ally. As you level up you obtain an additional slow in the form of poison sting, and more sources of damage in the levelled up Gale and Poison Nova so veno's roaming remains potent for the most-part of the early game.
Venge is another excellent roaming hero, although less powerful than veno on the first couple of levels in general, venge's roaming power really takes off after you obtain some more levels in stun and later swap as well. The fact that missile is instant damage, rather than damage over time, and that it is a stun rather than a slow combined with the possibility to use your stun twice in one gank because of its low cooldown mean that venge becomes one of the most powerful mid-earlygame roamers around. With some good warding for nether swap, and some timely ganks, a well-played venge can devastate what might otherwise have been powerful lanes.
Tide is very similar to venge and veno in how his roaming actually plays out, he approaches from the back and uses gush to slow them etc. However, he is far tougher than either of the above, and this allows him a certain amount of leeway in his ganks. On top of that, unlike veno, his spell takes away armour from the opponents, and when this is combined with the possibility of an anchor smash, tide can do and aid in the doing of some especially potent damage. Furthermore, when Tide hits level 6 his ultimate means that, with enough mana, you can often ensure a kill every time it is cooled down. Mana, however, is a problem for tide, his low intelligence mean that he struggles to regenerate (and have a decent-sized pool of) mana, so bottle and hence runes are very important to him. However, if you fix these flaws along with a small amount of HP, tide can survive like this for the whole game, meaning that once you have these problems solved you can cause havoc all over the map.
Rogue Knight and Skeleton King
Sven & Leoric are both similar roamers, stormbolt is used as your ganging spell, and the main power of these heroes comes from that spell combined with their relative fatness. A sven/Leoric had a LOT of hp, even more when you consider that they can easily level stats early in the game, and this means that they can dive right through yoru tower and creeps to land two or more stormbolts early in the game, mana permitting. Roaming for the whole game is unwise with them, as they (particularly Skeletong King) are fairly farm-reliant, but some timely roaming at an early-stage can give your team a strong advantage which can be built on to achieve victory. The style is similar to that of venge or veno.
Shaker is a fairly unorthodox but extremely powerful roaming hero in the right hands. The key here is fissure which gains full duration and range at level one. Early-game fights, particularly in solo lanes, are often fairly close, and this is where shaker comes in, with a timely fissure you can stun and cut off the escape of an enemy, netting a kill for your ally and hopefully winning him the lane. Another important factor is the presence of shaker in the game, while all roaming heroes force a certain caution onto the enemies, shaker's potential impact is so great, and his range of influence so wide that simply the fact that he is roaming can often force the enemies to play more passively. This can result in an ally not only getting kills but also getting freefarm as well, and the potential impact should not be underestimated. Despite the potential rewards, shaker is an incredibly hard hero to roam with, fissure and hence shaker are hard to use at the best of times, but in this case you don't have the safety blanket of farming up a blink dagger and hence your ulti to fall back on. A roaming shaker is a naked shaker, you're playing with your skills and your allies abilities alone. Furthermore, shaker has unusually high manademands for a roaming hero; both bottle and clarities are highly important in making sure that you have the mana to actually have an impact in ganks.
Jugger is a fairly simple, albeit challenging, roaming hero. He relies on the raw damage of spin to dispatch enemies early game. Clearly he has no stun or slow here, and although his innately high movespeed, and possibly early boots, can help him to a certain extent, using an allied disabler/slower is advisable to make the most out of jugger. A shadowstrike or a Shakle can allow you to get off a full blade spin on an enemy hero which, in almost all cases, will net you an early kill. Jugger should not spend the whole of the early-game roaming, as unlike most other heroes mentioned, he is a genuinely powerful lategamer and some effort should be given to getting items to take advantage of that. However, he is fortunate in that bladespin not only allows him to kill stuff, but also means that, with a supply of mana, he can take out whole creepwaves and neutral camps in one go making for easy farming inbetween ganks.
Priestess of the Moon
PotM is very rarely used as an out and out roamer but is a role a skilled potm is more than capable of fulfilling. Her ganking power revolves around her arrow, a perfect, long-ranged arrow is unrivalled in stun-duration early-game, permitting 5 seconds of PotM and her allies beating on an enemy. However, hitting these arrows as a PotM who is simply laning can be a challenge as the enemy can quite easily anticipate them. If, however, that PotM is roaming around the map, the arrows can be far more difficult to dodge, firstly because the enemies won't know the PotM's location, and secondly because of the more varied directions from which they can come. Because of her massive area of influence and potential a roaming PotM will have a similar effect to a roaming shaker in that she will force the enemies to play in a different, more cautious way. It is important to remember that, as PotM, although you have great ganking ability, at some stage in the early-game she must get some farming and levelling done, it is important to have every single one of your spells maxed out, and this will mean that some levels will be needed at some stage. Therefore, unlike some of the mentioned heroes you cannot afford to spend all of your time roaming. Fortunately, Starfall gives you some leeway here.