Asurmen - The only lord with an invunrable save and also the only hero who can isntant kill in combat. However his price tag is too high to make him usable.
Karandras - Bad ass in combat and can muller quite wof lot of people. Can't deal with tanks(none except Fuegan can really). probbly the best hero in combat with the Avatar being close to him.
Jain Zar - Can kill MEQ with ease(with support). Has the highest Inisatve inj the game(geing 11 on the charge). Struggles to kill Termintors due to Invun saves and fists/hammers.
Fuegan - No one is better at anti-tank in the entire game really. 18" melta weapon, Melta bombs, Strength 5, Counts as monster against tanks. Use alot for a reason.
Baharroth - Fast, Haywire grenades but lacks any sort of punch. the weakest of the 6 really(and the only one i have

)
Maugan Ra - Considered the best due to his skill at range and being as deadly as msot other elite warriors in combat. he's the "Anyman" of the lords tho his ranged attack is wasted when used with his own aspect.
I voted for Fuegan namly becuase he is such a beast at poping tanks and that is whats needed witht he very Mech heavy lists now a days.