I have to admit that both my miniature pool and my playing experience are limited, but I've had great success with OZZ and the Tank busters. They just jump into the fray, attack an adjacent unit with everything they have or split their attack to shoot at another unit and stay safe thanks to the Heroic attack. For the Axis, I really like Lara and the Heavy flak grenadiers. They just gun down everything in sight and Lara can protect the grenadiers from infantry when they have to reload.

As soon as I get my hands on the hero packs, I'II definitely try the Priest with the Hellboys and Stephan with the Sturmpioniere. The Sturmpioniere could really use the second flamethrower and the assault (and the 4 health of course).