Some of you may recall the old SSI Dragonlance game War of the Lance released in 1989. It is my second favorite strategy game next to MoM. In it, your heroes could go on quests as well as stack with your armies. Something along these lines would be an interesting option in Elemental.
One way to implement this would be to actually remove the heroes from the game while they are questing. This would allow your opponents to counter your quest with heroes of their own (or vice versa). This is how War of the Lance handled it.
Another way would be to utilize actual quest destinations, i.e. "Go to X ruins" or "Kill the wandering marauders."
Of course, this wouldnever not be a focus of the game. It would only be a small game mechanic that can be used to level up the hero units.
My aplogies if this was discussed before.