Frigates are the simplist military ship a navy can have. They generally fly at a near-atmospheric orbit, and have the capability to land on a planet. Most are lightly armed, and are primarily used for troop transport or scouting/patroling. They are almost never used for head-on engagements, unless there is no other option.
Cruisers are much larger than Frigates, and usually engage in ship-to-ship combat. They are usually quite large, and have a massive array of weapons to use. Cruisers can be used for planetary bombardment, fleet engagements, troop movements, and other uses.