once u get under the hill: dain, ori, and nori is the best hero collection. it increases questing and battle, draw power, and threat reduction respectively with great ease. just be sure to include narvis belt and erebor battle master and ur set.
Now should u choose to get on the doorstep instead or very soon thereafter all the possibilities of dwarven heros go nuts. i wont go too far into detail but it is enough to say that every hero that was made into an ally is not worth playing their hero version IN A DWARF deck.
all said under the hill is the safest bet for dwarfs and dain, ori, nori will be the heros by which u should always compare any dwarf deck too period. It can be argued an optimized deck should always be dain and ori with the 3rd being ur preference. ive tested every combination and the 3rd dwarf is debatable but ori and dain are not.
P.S. someone mentioned fili and kili and how great they are, and he was right. but dont forget dori, he can be inserted into any deck that has lore resources and has good stats for any all of his cost (made better still with dain).