I love both, honestly. I've been following LOST since it began, and have loved it ever since. The first two seasons, IMO, were the best of the series thus far. From me, season 3 has yet to live up to my expectations.
I love Heroes, because here is a show where you have, good characters, great effects, well written episodes, action, love, drama, and with each episode things unfold, leaving the questions you had of the last episode answered, because with every new one, new questions surface. And everything always comes together piece by piece. Like a puzzle. Each episode blows the other out of the water, every week. And you're always left with wanting more, and excited to see what happens in the next ep. Things in this show move along well, and never drag on and on.
So yes, I love both shows. But if someone asked me which one I'd choose, I'd say Heroes in a second. Really great show.