The cards you collect can have different rarities, and usually the more common a card is, the easier it is to level up and upgrade, but not always is the best choice. The rarities are as follows:

Common
Rare
Epic
Legendary

The epic ones are not always the best, simply because it is harder to improve them, and so a Rare hero can easily beat an Epic one if it's higher level. So make sure you don't choose the hardest to collect heroes, but keep an eye out on those cards, because once you gather enough, the Epic heroes will be invincible.