How to create custom bundle of "User" entity using GUI? Is it possible to create custom bundle from "user" entity without programming? Only using drupal administration? Are there any modules that could help to create such bundles? 

I would like to achieve, that some user roles would have custom fields. I have found this module for creating fields per user role, but maybe it would be better to create custom user bundle.
I had the same requirement recently and was able to achieve this using the Profile2 module.  Basically you set up profiles and add custom fields to that particular profile.  Then you create a user using that profile.  Works great but if you are pulling a view of these you must reference the profile in a relationship.

Profile2
https://drupal.org/project/profile2