Here's a mismash of ideas relevant to heroes.

Neutral Heroes- There are already some threads on neutral heroes and other wandering monsters. How they should behave and what spawns them is something I'm not prepared to debate, but do want to suggest a minor feature.

When player heroes die they should be automatically and silently added to a file listing all their stats, abilities, and items. In future worlds neutral heroes or heroes from minor factions can have a chance of using one of the heroes on this list. This adds a fun nostalgia factor in seeing your old favorite heroes. From a gameplay perspective it also makes things more challenging as human heroes will likely be better designed than random AI ones.

Ghosts - In addition to roaming neutral heroes or heroes for neutral factions, ghosts could also use this system. Basically, an undead or etheral version of a previous hero is spawned, possibly even keeping some of their items (appropriately leveled or only spawned late enough in the game to not be too powerful). They should add a little extra spice to the random monsters, but they can also be used with spells. For example, a spell "Ancestral Warrior" spawns a random fighter type ghost version of a past hero that fights for you for duration X. Many roguelike games use ghosts like this and they almost always tend to be more fun and challenging opponents than the average units. Considering this is something that probably would already get done to a lesser extent for raise dead type spells it shouldn't be a big issue to keep a permenant one.

Scoreboards - A lot of these fantasy type games have persistent scoreboards for overall kingdom scores. Those are fine, but I would appreciate one dedicated to heroes. Any time a hero dies over level X or survives until the end of the game they are added to the scoreboard with all their stats and items viewable. Then have some filters to allow you to see who killed the most monsters, who were the best spellcasters etc. It would also be useful to be able to export any of these heroes to a file. These files could be used for Arena type gamemodes or to add to each others games so they can have a chance to spawn as neutral heroes or ghosts.

Hall of Fame- The Dominions series had a unique feature called The Hall of Fame in which the top X most experienced heroes in the world (dead or alive) would be part of. In Dominions the longer the hero was in the hall of fame the more they were given bonus stats. While it is a "rich get richer" type of mechanic, any bonuses given to these heroes could be minor enough to be fun, but not create runaway superheroes. Maybe adding something like a fear aura that grows with their fame. On the other hand, you could even make possible downsides to being on the hall of fame (fame goes to their head in some way, hero requires extra upkeep, etc.). It could even just be something for bragging rights with no effect on gameplay.

It could also function as an intellgence tool. Let's say there is a mulitplayer game I'm playing and one of the characters across the map has destroyed three players already, in no small part to this legendary hero he is cultivating. Initially, the hall of fame screen might just show a name and the controlling faction "Jarix- The Eater of Children (Jacob's Empire)". Over time as his legend grows and fame spreads it reveals more and more information about his relative power and abilities. From this information, perhaps I learn that he is extremely weak to cold attacks, but absolutely immune to most other things. Maybe I can use this information to not become the fourth empire to fall to him. If I encounter him in battle it would also automatically update with any information I learned.

An offshoot of this feature would be to simply have a heroes database that updates with the latest information you have about any heroes encountered. In a massive match it could be a big pain trying to remember which heroes you've encountered and what their strengths/weaknesses are.

Tournaments - Another blatant rip from the Dominons series is the concept of an Arena Deathmatch. I know Frogboy mentioned an Arena type gamemode down the road, but this is not what I am refering to.  This arena deathmatch was simply a random event that popped up in the normal game. Any nation could send one unit to participate and the winner of the deathmatch won a unique magical weapon. Now the original implementation was flawed in that it was a deathmatch and so naturally only one hero survived. This meant that human players almost never sent their good heroes to this event. Your hero was unlikely to live and even if it did win, your opponents knew everything about your heroes weaknesses. Not to mention the reward sucked.

I suggest that as a random event a tournament is held where you can send your heroes off to. They disappear for a turn or two and then fight in one massive battle with all the heroes (though 1v1 ladders would also work these 1v1 ladders really favor certain types of heroes over another). No participant actually dies and everyone gains at least some experience. The winner(s) get their choice of a few random magical items or some other reward.

Considering that the arena gamemode is already planned this might fit in really well into a standard game. It's also a very good way for all the players to have fun together since normally players just interact with close neighbors (and usually separately).

Exporting- Many of the features I've already mentioned would require some form of saving hero data. Naturally it would be useful to be able to hit an "export hero" button when examining one of your heroes. You would then be able to share this hero with friends, put them in other peoples databases to be spawned in their worlds, or to use in the arena type game mode.