I am considering getting a new Dungeons & Dragon set, and I am considering getting AD&D, but what really is AD&D? Does it involve more combat compared to 4e? Does it add more classes compared to 4e? Is it more roleplay oriented?
Advanced Dungeons & Dragons is from 1979*. It's not related to Dungeons & Dragons from 2014 (a.k.a D&D 5th edition), except that it's an ancestor of it. Put another way: AD&D is the 1st edition relative to which D&D (2014) is counted as the 5th edition.
The reason it was called “Advanced” back in 1979 is because it was compared to the original game and a simpler version (called “Dungeons & Dragons” and “Basic Dungeons & Dragons”, respectively). The “Advanced” was also tacked onto the front for (ultimately futile) legal reasons having to do with the split between the two creators of the original edition of D&D (now called “OD&D” for clarity, since the naming and numbering of D&D editions is confusing). Relative to those editions from the 70s, yes, AD&D has more options and rules.
How does it compare to current-day D&D? I would say it's roughly the same amount of complexity, actually. Characters are mechanically simpler with fewer moving parts, but the rest of the rules are less unified and therefore somewhat more complicated to learn. In play experience, it's about the same complexity.
Do you want it? Almost certainly not. If you were deliberately looking for an old edition of D&D, then you might be interested in AD&D, but if so you'd already know what AD&D was and you wouldn't be wondering what the “Advanced” in “AD&D” means. For someone looking for “more better” D&D than D&D 5e, AD&D is completely different than what you're assuming its name means.
Why is AD&D still being sold then, if it's ancient? Because lots of people never stopped playing it, or stopped and then returned to that edition. Everyone has a favourite edition of the game (because they're all so different as to be effectively separate games), and WotC clued in a few years ago that they could make decent money by putting AD&D and other previous editions back into print.
* The precise year is debatable actually: the AD&D Monster Manual was 1977, the PHB was 1978, and the DMG was 1979. I'm using 1979 because that's when AD&D was “complete” enough to play as “AD&D”, but a 1977 date would also be perfectly accurate.
AD&D was and is, exactly, Advanced Dungeons and Dragons: a successful attempt by the game's author to improve and expand upon the original Dungeons and Dragons (1973-1975 vintage) during the game's first decade. AD&D's core books were published in 1977-1979.
A parallel revised (and less complex) version, Basic Dungeons and Dragons, was followed and superseded by the Basic, Expert, Companion, Master and Immortal sets. (Often called BECMI)
All of the above were published by TSR. (Thanks to various corporate actions, Wizards of the Coast now has the rights to Dungeons and Dragons.)
I am considering getting a new Dungeons & Dragon set.
The newest Dungeons and Dragons set is Fifth Edition, published by Wizards of the Coast. (5e for short).
I am considering getting AD&D, but what really is AD&D?
It is a 20+ year old Dungeons and Dragons system that was published by a company that no longer exists ... in two editions. I bought and played the original. I bought "Advanced Dungeons and Dragons" in the late 1970's, and the Second Edition AD&D in the early 90's.
Does it involve more combat compared to 4e?
No. How much combat is emphasized depends on whose campaign you are in.
Does it add more classes?
Is it more roleplay oriented?
Not by itself. Depending upon the group you played with, role play was or is emphasized more or less. Lots of room for role play, and lots of room for dungeon crawls that go from one fight to the next.
When all is said and done, the play experience between AD&D and D&D is similar.
When Wizards of the Coast published their first version of the game, they dropped the "Advanced" and fused the Basic and Advanced versions of AD&D into a single game again, Dungeons and Dragons. That is now referred to as Third Edition Dungeons and Dragons.
I've been playing Dungeons and Dragons since 1975, which is the year after it was first published. Most of my experience as a dungeon master was in AD&D first edition. I'd recommend 5e, even so. It was good enough to bring me back.