I found and bought all the Heroes on Saturday with my birthday money, though so far I've only opened Furno, Bulk, and Breez. I'd say Furno just barely inches out over Bulk as my favorite of the three, though I'll need to wait and see how the others compare.
I'd say that comparing this to the Stars, there's no contest about the Heroes being better sets. Despite having a similar building style, the Heroes look and feel like much better sets in my opinion.
My only problem with Furno, specifically, is that the weapons seem a bit too long, especially with the large hole. However, the fact that it means the set is able to do this helps make up for it (Not my photo).