Villains, too, are also part of the picture, so in addition to creating a Storybook about heroes, you might ponder a Storybook from the villains' point of view.
To get a sense of how students have worked with the topic of heroes and/or villains, take a look at these past Storybooks.
For Greek heroes, see the Greek Mythology page for detailed information. For English heroes such as King Arthur and Robin Hood, you can find abundant sources on the English Books page and also at the Week 9 unit for our class (which covers both Arthur and Robin). You can find information about Celtic heroes like Cuchulain on the Celtic Books page. For heroes from all around the world, browse through the Online Books Library region by region; every culture has its heroes, waiting for you to discover them.
For heroines, there is a whole range of heroic women whose stories are told in history and/or in legend. Wikipedia is a great place to research heroines like Boudica, Zenobia, the Trung Sisters, and many more; you can use this list of legendary women warriors to find characters who grab your attention.
The fairy tales of all countries are also filled with heroes and heroines (along with the villains who oppose them); to get a sense of the range of heroes and heroines you can find in the fairy tales, check out the Andrew Lang Fairy Books (12 books at one site).
To get an overall sense of just what it might mean to be a "hero" (the word comes to use from Greek), you might find the Wikipedia article on heroes to be useful, and you might also enjoy this article on Joseph Campbell's notion of the "monomyth," the hero's mythic journey.