Sometimes, to strengthen your army at the beginning, it makes sense to build a tavern and hire a hero from it.

I think it always makes sense, except maybe when you have little money, then it's not worth it.
Major is right, it all depends on the hero. For example, the Protector among the Dwarves defeats everyone up to level 3; he doesn't need any Thunder Defenders, his strength is incredible!
Then, at the beginning, the Healer among the Dark Elves is also good; he has spells and a bonus.
But usually, I try to clear the map without losses, so I'd rather skip a turn than waste my army. But when you have an additional hero, you can roam the map without interruption, first defeating the weak and then, as your forces grow, moving on to stronger enemies. In my opinion, this is the most optimal tactic.