Mouse wheel changes major type. Ctrl + mouse wheel changes sub-type.
For materials, the sub-type is different shapes. For objects, the sub-type is other objects.
When in the blueprint editor "press 'b'" you can see this because when you press ctrl the palette changes.
Also, in game, F1 opens the help.
P.S.: I modified the subject of your topic so that others can find this info more easily if they are also lost and stumble into the forums.
