Daleb is good with a ballista from the start... But in longer games, if you really want to, you can upgrade any hero with them, as there's plenty of time, and Daleb does become an outsider. This opens up a wider selection. Nimue is a classic :) And in general, the demon heroes aren't very impressive... Why would a demon lord need spellcasting? A pretty good special ability for Jezebeth is almost ruined by spellcasting. Alastor would be much better suited to darkness. The logic behind the developers' hero design is a mystery. Or maybe I just don't know how to use these heroes properly?