Several Heavy Infantry Hero units, such as Sergeants and Lieutenants, are bound to join your army. Keep them, and any other single entity units healed up. They are easy to rest and will gain experience quickly. Mortal Heavy Infantry are easily killed at lower grades and experience. Protect them with Archers and don't throw them up against other Heavy Infantry until they have gained some experience. Giving Heavy Infantry a magical sword or ax is an effective use of the item. Try moving the item around to less experienced units in between battles so they can catch up.
Magical and Beast infantry units can't upgrade, so being careful is less important with these units. Once you can buy higher grade Heavy Infantry, however, it's time to start protecting them better and have them gain experience. Don't be afraid to disband an experienced lower grade unit to make room for a new, higher grade unit, but use the new unit cautiously for a while.
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