Depending on how the ball is sitting you can use any club. The problem with rough is that it has a tendancy to grap the face of the club in the downswing and closing so you get no elevation when you hit the ball, and sometimes the ball barely gets out of the rough. In very thick rough you are best taking a wedge and just advance the ball down the fairway as far as you can.
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On regular rough, some will use a recovery wood, which are usually equal to a low iron loft wise, but the extra strength of a recovery can help to get out of rough and keep a good amount of distance.
With heavier rough, sometimes you'll need to go up to a high based iron, maybe a PW or a SW, if it's overly thick.
you can use any club, but as a dedicated golfer the better clubs to hit out of roughs are irons, wedges,and hybrids.