As a counterpart to the favorite monster topic. I only have JitD and WoD, for hero purposes.
1. Nanok. Best tank in the game, and he doesn't even need armor! In RtL, his ability can really get out of hand.
2. Landrec the Wise. Two extra surges make him the perfect fit for Blast runes, and two conquest means it doesn't hurt too much if he dies.
3. Battlemage Jaes. Great allround hero, being about the only mage with decent wounds&armor, able to wear chainmail, and still 2 magic dice to boot.