I just recently got into this, though I'd seen brief bits of it before. I've only watched about 5 episodes, but here are my guesses.
Zim: XNTJ. Not sure about the I/E, but pretty typical world domination schemer.
Dib: XNTP. Once again, not sure if he is an extrovert or not, but he's a researcher sort, looking into the occult and paranormal out of curiousity, frustrated that nobody else can see what he sees.
Gaz: IXTP. I'm leaning towards S, but not sure.
Dr Membrane: ENTP I think.