As of version 1.9 of Statamic (great one! ;))

    {{ member:listing role="member" }}
        {{ first_name }} {{ last_name }}<br>
    {{ /member:listing}}

doesn't return anything (even if i have members in my users)

I believe that multiple roles separated by a pipe (|) should work too, but it doesn't ..

    {{ member:listing role="member|admin" }}
        {{ first_name }} {{ last_name }}<br>
    {{ /member:listing}}