Fabled Hero, Hero of Iroas and Favored Hoplite have been super rock solid and high impact as one might expect. They are really aggressive and help put away games in a hurry. Favored Hoplite in particular seems crappy, but then you trigger him twice and he's a 1 mana 3/4 popping ordeals instantly, its strong. I'm guessing Wingsteed Rider would also be pretty decent if you needed another drop. The 1/1 flier is passable and two of the new ones (0/4 dude and priest) are solid, though adding 0/4 creatures has its flaws. White is the go-to primary color for heroic theme.
Artisan of Forms kind of sucked. Not having pressure on its own is bad for a deck that limits the number of creatures it plays. Tritan Fortune Hunter and Wavecrash Titan are playable, but they are 3 mana blue cards, so, yeah, just cast your unstable mutation on one of the amazing 3 mana blue creatures and you'll be fine. The ones from the new set seem passable, but not exciting. I'm trying Sage of Hours and Battlefield Thaumaturge for giggles.
Hero of Leina Tower was a letdown. Green really doesn't have a single decent heroic card.
Agent of the Fates gets killed the second he hits the table every damn time, therefore he must be amazing! Tormented Hero is solid, tick damage on an aggro drop is deceptively good. Ashoik's Adept is playable. Bloodcrazed Hoplite is pretty nice when you also run a +1/+1 counter theme and probably passable without one. Black also has the best set of bestow creatures to support a theme with.
Arena Athlete seemed good when I played it, will probably get another run. Stunning blockers when he attacks made him deceptively evasive. Compared favorably to goblin shortcutter. Akroan Crusader is fun to build around. I'm running satyr hoplite with "haste" sharpied on it and expect it to be decent.
Anax and Cymede and Battlewise Hoplite are both really fun, but you know how gold slots are. It depends how hard you want to push it.
Livewire Lash is a nice piece of "heroic" equipment.
I think your best angles for a minor theme is to play the good white dudes as the "core", then add one tie in card for each color and sprinkle a few combat tricks and the best of the bestow dudes all around. Add in a couple of "honorary heroic" guys (double strike, hexproof) and you've got something going.
White/Blue has been the best heroic deck so far, mixing the good white heroic dudes with blue disruption (and ordeal of thasa is so fucking good), but if you want to isolate a "heroic theme" White/Red heroic/double strike has the most intrinsic synergy while Black/White probably has the best card pool.