Roofs themselves are 'easy', you can set them to 'custom', link them to the story you'd first want to see them on and then pick 'all stories up'. For this reason I generally model the parapet covers with roofs, however if you do want to see walls, the trick is to set up the floor plan cut plane properly for your saved view. You want to set it up to show down the amount of stories (and perhaps with a certain offset to the story). Any walls and such that are set to be projected on 'all relevant stories' should show up.
For things like gutters, I either use the library parts or I draw the profile with a 0 thickness shell that I extrude (works great for zinc gutters). Shell can be set up the same way as roofs for showing on all stories you want to see them.
Erwin Edel, Project Lead, Leloup Architecten
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