Which unique secondary skills are best for heroes?

For the Elves, Enchanted Arrow is good; it's both a spell and an arrow. You can also use Deadly Shot, but only against a unit listed as a sworn enemy. For example, you can target a Lava Dragon with 280 HP, and there's a guarantee it will be destroyed. You can also get experience from arrows if there are sworn enemies.
For the Wizards, Magic Mirror and Wizard's Sign are useful. Artifact Absorption helps when you have few troops left.
For the Demons,
Soul Eater is good when you run out of mana, and it's also beneficial because it removes creatures from the battlefield, preventing them from being resurrected or raised as undead.
Hellfire is good on its own, but it consumes mana, which can be
restored with Soul Eater.
For the Knights
Prayer is useful because the Knight's strength lies in their army.
Vigil is good because the hero escapes and gets to attack again for free.
Warlord is useful if you focus on training, which is especially relevant because after patch 2.1, you have to retrain high-level creatures.
For the Necromancer
Eternal Slavery
The Necromancer's strength lies in numbers, so this skill is important.
Spiritual Link is needed because the Necromancer doesn't have a huge mana pool.
Banshee's Cry can be used to prevent the enemy from getting many turns with high morale.
For the Warlock
Arcane Waves to quickly destroy the enemy.
Sense Magic provides a small bonus to damage from spells and creatures.
Dark Ritual, I rarely use it because it's a waste to spend a turn restoring mana, but when you're waiting for a siege on your castle and you're out of mana, it helps.
For the Dwarves
Perfected Rune, naturally, to make the rune cheaper.
Reforged can be used because a lot of resources are spent later.