They fill different roles in your team, the question here is "what role do you need". Do you need a healer? then Vrask. Do you need a debuffer/nuker? Zargala is your girl. Do you need damage in spider/FK? Then Coldheart. Thinking of building an unkillable comp or need help in Dark Elves FW? Painkeeper
Kael. He ins only rare, but he is very versatile. And, most important, at lvl 60 he can run campaigne-stage 12-3 brutal alone, paired with 3 food-champs and level up your other heros much faster that way. Don't spread your resources around many lvl 50 champs, even if a quest tells you to make a lvl 50 of each affinity, Make Kael lvl 60 first! A champ that can solo 12-3 brutal is the best progression enhancement for your account.