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If you don't want to constantly lose, then on fast maps, only those heroes are discussed who are very likely to get the "Marksmanship" skill as their first upgrade: Kaspar, Zoltan, Lucretia, Orson, and Vlad. For them, this probability is 2/3. Ravenna and Naadir have a 1/3 chance; Deidra cannot get it as her first upgrade; she is a late-game hero, especially with the prospect of her ultimate ability. On small maps, Kaspar is one of the strongest heroes among all factions; if engineers are allowed, the choice is almost obvious; otherwise, there are other options. There is a whole army of Orson fans, but, in my humble opinion, he is not strong on all maps; it is very desirable to know the map well. Zoltan is a universally excellent hero: he gets "Marksmanship" early, levels up faster, gains "Magic Affinity," and the much-needed +1 to Knowledge. Moreover, on such maps, there is often no opportunity to return to the city for spells, and Zoltan can learn in battle and also acquire a "Scholar." It is especially pleasant to learn "Plague" from neutral Archliches on the way to the enemy, so it is worth having a living stack from a non-native hero with you. Lucretia has her own advantages, but they are fully realized only on maps where you can, with a high probability (8-9 during the day), send all your troops into vampires. Vlad does not impress me; his reign ended back with patch 1.3.