I like to keep the same heroes and as much of the same deck as I can in my first go through a cycle but I do keep a small side board of things to switch in as needed.
A big part of this that I haven’t seen someone mention is card pool size. If you have a smaller card pool I think it will become much more difficult to build a deck which will carry you through. If you have all the cards accessible then it’s easier. If you want to play progression I would imagine half of the fun is tweaking and rebuilding your deck as you “unlock” new cards.
In the end though, do what’s fun for you!