Actually there are differences between all Greek heroes even the archaic and classical ones!
Archaic heroes:
Theseus has the highest pierce armor.
Ajax has the highest hack armor.
Jason has average armor.
Classical heroes:
Chiron is the fastest and has the highest HP but the lowest attack and range.
Odysseus has average HP, attack and range but the highest pierce armor.
Hippolyta has the lowest HP but she's the strongest archer and moves a little faster than Odysseus.
Heroic heroes:
Heracles has the highest HP and attack but the lowest hack armor and speed.
Atalanta has the lowest attack but she's very fast.
Achilles has the lowest HP but his hack and pierce armor is the highest.
Mythic Heroes:
Bellerophon is the fastest and has the highest attack. His special recharges very fast and is deadly against ranged MU's.
Polyphemus has the highest hack armor and HP but he's the slowest hero in the game. Polyphemus is the only hero that can do crush damage.
Perseus has the lowest HP and attack but his special can kill a MU in one shot! But I think he needs more HP and attack.
Well, my favourites are Ajax, Chiron, Heracles and Polyphemus.