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1) I always use them.
2) Explorer is a must; it's like logistics. Speedy is also good; I almost always take it if it's offered. The rest are rarely taken.
I've only leveled up Warrior out of desperation or for fun a couple of times. The same goes for Sniper. These classes make sense to level up if the endgame, in the form of the final battle, is about to begin.
Once, I went on a rush with a terraformer – ballistics for the assault, passfight to get there faster, and, of course, to change the battlefield (including at night) to make it easier to fight.
Marauder for Castle is sometimes assembled, as knights have a good chance of getting Estates. But in the long run, this hero needs to be replaced with a more suitable one.
For low-tier heroes, it makes sense to grab Eagle – for scouting, and also because it focuses on the artificer. In the late game, you can level it up and create good artifacts – boots/gauntlets, a speed cloak, elemental orbs, bracers, etc.
3) For the main hero, I focus on Explorer and Speedy. For low-tier heroes, I focus on support classes (leprechaun, artificer, governor, marauder).
4) Yes. For example, barbarians have a low chance of navigation and a high chance of scout, so I often take navigation even if they don't have a scout. The opposite is true for knights.