You find descriptions of heroes on forums or start a game yourself with different heroes. You look at what skills they have initially and compare them to the skill tree (do you know what that is?). If there are enough slots, then on a map with a lot of creatures, you might be able to max out their ultimate skill!

Added after 2 hours and 36 minutes
And also:
Take the main skills that are needed to upgrade the ultimate skill (if they are offered, of course). If it is not possible to take some necessary branching skill, then do not take another skill in that branch (even if it is useful).