Hi Bastion.hun, I think you have a few different things in there but they can be usefully grouped
1. Epic Heroes
-Saruman & Gandalf see here:
viewtopic.php?f=88&t=20022-Peregrin Took, guard of the citadell & Meriadoc, esquire of Rohan Peregrin is actually a pretty good cheap Epic Hero for Gondor. Meriadoc is also pretty handy, since heroes that can be moved about are generally quite useful.
Grima is always handy if your army has abilities that cause courage tests.
2. Monsters with might
All of these three are actually pretty good and hardly rare. They don't cost too much, have useful abilities and can double. I find the key thing with hero monsters is to always pair them with other units so as to screen, set up charges etc.
-The 3 Hunters
-Buhrdur
-Gulavhar
Honourable mention:
-Hobbit Militia: cheap bow often comes in handy so these could too. Often units are so far down the priority list because you keep the pressure up on your opponent and it may be quite late into the game before these even get targeted.
-Battering ram (not a hero monster but pretty cool, in its own way)
The issue for all of the rest of these is simply cost vs their alternatives. The real heavy hitters amongst them (Balrog and Sauron) has specific and quite crippling vulnerabilities too.
-Balrog
-Shelbob
-Necromancer
-Sauron
-The 9 are abroad
-Twilight Ringwarths
-White Council
-Tom Bombadil
-The Fellowship
-Gollum
-Abrakhan Guard
-Spectral Host (Though this is completely different in the Spirit Legion Battlehost where they are quite useful due to allowing Epics to join.
-Werewolf pack