Personnally I don't like lucretia that much. Sure, her specialization is good, but she starts off with sorcery and mana regeneration, when I prefer to get attack, dark magic and summoning magic ASAP. Mana regen is useless IMO.
Naadir is cool because she starts with basic dark magic and summoning magic, so she can get those nasty mass slow and weakness spells, as well as master of life for raise dead.
As for the Sylvan heroes, Ylithin is probably the best one, but I like to start with thalanar because he starts with recruitment. That gives me a +3 sprite, +2 battle dancer and +1 ranger boost per week, and I can still recruit another hero (Ylithin, Ossir, etc.) at the tavern. If I don't get a good hero at the tavern, I can use Thalanar to fight the battles and maybe get estates
As for Haven, My favourite hero is Dougal (the archer master) because he starts with attack and archery, and boosts the effectiveness of archers later in the game. Ellaine is pretty cool as a starting hero, though, not only because of her recruitment ability (+3 peasants, +2 archers, +1 footman per week), but also because you get double the cash from peasants. So I usually leave all my peasants in the city and use archers, griffons, priests and cavaliers to do the killing. 250 peasants in town give you a 500 gold per day boost, and 500 peasants a 1000 gold per day boost!
So I usually take ellaine first, and pray that I get a good starting hero at the tavern (vittorio, dougal, the paladin and griffon masters). If I don't I'll fight the battles with elaine and pray that I get estates when I level up :p