What kind of game do YOU want to play, /u/reicomatricks ? If you try to structure your games and reward the types of play that you enjoy yourself, then the players who aren't having fun will just have to suck it up or find another game. If you have no preferences as long as everyone else is having fun, it's going to take a lot of work to appease everyone. Just like what /u/TheNicholasRage and /u/darksier suggested, you can sit down and talk to the players and try to get everyone on your side. Sometimes it seems like players aren't having fun when they really are.
If you want to continue with the same group, here's how I would attempt to structure each adventure, hopefully packing everything in one session:
[1] A quest hook involving combat; make it clear to everyone that the bad guys are deserving of death. Try to make this combat good for the Rogue, who, appears to be just hanging out. Give lots of cover and opportunities to sneak about. The Fighter will just enjoy the combat, the Cleric will understand the necessity of battle (evil enemies), and the Bard / Wizard should understand there will be some roleplaying to come. Don't worry about the Monk.
[2] The combat leads to some mystery. A note or interrogated enemy leads the PCs an opportunity to hunt down the culprits. Play to the PC's expectations and prepare enough NPCs to give yourself opportunities to throw in a twist or two. Also, you want the players to not ruin their quest if they fudge one arm of the dialogue portion. Make it clear that upsetting someone at this phase cuts contacts and makes completing the quest more difficult.
[3] The PCs get close to the source of their target and they are confronted early if they didn't collect all the details, or attacked one of the people they were supposed to interrogate. If they followed your NPCs advice most of the way through the non-combat portion of the quest, your NPCs should have time to prepare for a climactic fight.
[4] A final twist makes it possible for the PCs to avoid combat. Otherwise, they fight, get a bunch of loot or die, and the twist is revealed on the loot, regardless of decision. This twist should carry over into the next adventure, give the PCs a reason to continue the quest, and that's the end of the session.
After you get comfortable with setting up your sessions in a structured way, you can deviate more and more to make things interesting for different people, eventually letting the players dictate the direction of the game.