Strategy
While it may be viable to use any hero compositions to push through stages in lower difficulties, for higher difficulties the current meta is to use a pusher hero, 1-2 support heroes and 2-3 DPS heroes. In UV1-3 the best pusher hero is the Commando with his vortex trap ability that can easily gather enemies and stop their advances while the DPS heroes kill them inside the vortex. Currently in UV4 the Commando hero became hidden and is replaced with the Brawler hero so other methods of pushing may be brainstormed. Try to stay and keep up with the team if you don't know what you're doing.
Examples of different hero builds:
Pusher The hero that charges into enemy front lines and do the “dirty work”
Commando - Vortex trap ability: try to get max gas pool and regeneration as fast as possible. Try to have matrix and swarm on, then cast skill and retreat fast because commando isn't built to last in open fire
Psycho,
Bomber - bombing enemies and buildings with scarabs
(Watch out for friendly fire and team killing!) In UV4 Bomber has self-matrix while throughout the series Psycho has 120-gas regeneration skill that makes him more tanky
Marshal - 120-gas instant hp healing field and spawning marines as meatshields
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Brawler - Combining armor upgrades to dark swarm and leech hp abilities, it may be one of the best melee tanks in the game
DPS The hero that deals the most damage to enemies to clear area
Ranger,
Mech - Ranger has insane ranged damage against air with 40-gas skill while Mech also has efficient anti-air attack with goliath summons and tank form to clear ground
Berzerker - Armor-piercing attack makes weapon upgrades more efficient especially on higher difficulties
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Mindflayer,
Witch,
Sorcerer - By upgrading psionic storm (APT) damage it can be very effective to kill stacked enemies (in vortex)
Assassin - High melee damage upgrades, Execute skill and the UV4 Shadowslash skill are efficient in clearing enemies, though lacking in anti-air ability
Support The hero that tries to keep allies alive and stop enemy harassment
Summoner,
Witch,
Berzerker,
Brawler - Dark swarm is almost a must in all stages. Summoner being the best swarmer with its summoned minions and consume ability. Brawler is also very good with 20-gas swarm
Mindflayer,
Sciencecruiser,
Cyborg (Templar) - Defensive matrix on allies at all times. Sciencecruiser can restore allies while Mindflayer can reveal map with 40 gas skill. Feedback ability on Mindflayer and Cyborg Templar are best against enemy spellcaster harassment
Special Ops,
Combat Medic - Cloaking to stay safe behind then cast instant area-effect sp/nrg regeneration for ops and hp/sp/nrg for CM with 120 gas skill. CM can also heal bio, cast restoration and matrix
Engineer - THE support hero. Can build an entire army for himself or for allies. Could be a DPS hero with his 120 gas skill…?
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Outside the Box Non-conventional strategy
Special Ops,
Marshal (UV1-3),
Bomber (UV4),
Engineer - Heroes could go toward a nuking build though safety measures need to be taken to stay alive while nuking. Engineer could play “tower defense” and turtle with defensive structures, though may be too slow to progress
Gameplay Showcase
Thanks to responsibleman for this playthrough
Additional Tips
With the introduction of the shop system in UV4, it's always possible to buy reinforcement if your team is having a hard time to gain foothold so don't be too stingy. Do remember that shop credits are limited and maximum army count is 12 including civilians, so massing a huge army is out of the question. You can save and accumulate shop credits but all units other than your hero doesn't carry over between stages so don't go overboard with purchases either. Remember to toggle auto spawn-in if you want to gather a group of units before sending them out into battle.
As you can see some heroes may fit in more than one role depending on how you allocate the upgrades and use the skills. Remember time is of the essense and you are allowing enemy to accumulate more unit spawns the longer you hold out. Collaborate with allies to make the most efficient team composition and fight your way out fast into victory!