How to get last comments but not from admin (or other specific user role/capability)?

Yay! We got filters!

Wrapping the result of the $wpdb comments query right into a filter callback (and a plugin) is the nice way of handling comments.

/* Plugin Name: »Kaisers« Comments without admin comments */
! defined( 'ABSPATH' ) AND exit;

add_filter( 'comments_array', 'wpse_61072_comments_without_admin', 20, 2 );
function wpse_61072_comments_without_admin( $comments, $post_id )
{
    foreach ( (array) $comments as $index => $c )
    {
        // Add a limit
        if ( 5 <= absint( $index + 1 ) )
            return (object) $comments;

        // Get the authors user data
        $author = get_userdata( $c->user_id );
        // Unset based on the standard/default capability
        if ( user_can( $author->ID, 'manage_options' ) )
            unset( $comments[ $index ] );
    }

    return (object) $comments;
}

This one should work (not tested).