Well, there is the mission where Tychus Findlay infiltrates the Dominion base and commandeers the Odin weapon...
Heroes are present in, what, three or four missions? In the first game they were in, if not most, at least many of the Terran missions, and others. I just think it would've made the game better. For one thing, it'd make the story, and in particular those missions that didn't contribute to it, that ended up feeling more like multiplayer matches with story, feel like part of the story. And also, Raynor showing up in the cutscene following a mission he didn't take part in make more sense.
See, I actually liked those elements. I liked how each mission showcased a particular unit, and how that unit's strengths would help you complete the mission. I mean, let's face it -- would we ever seriously use Hellions or Vultures otherwise?
Hellions? No. Because they sucked, mainly. Thing is, it ended up feeling like it was all a really elaborate tutorial, building up to the final missions. There's about half a dozen units I never used outside of the missions in which you were essentially forced to use them. And that, I think, made completing the mission in your own way difficult. At least more so than it would've been.
Similarly, I did like the "choose your mission" option in the first half of the game -- I felt like a Mission Impossible-type mercenary-for-hire, alternating between plundering artifacts, rescuing colonists, and doing raids on Dominion bases. I'm not sure if it was possible to advance the campaign without doing them all, but I'm a sucker for thoroughness, so that's what I did. I enjoyed the color that Gabriel Tosh and Dr. Hanson brought to the plot, and loved the alternate endings to their story arcs.
Problem with that is the story was all over the place. For a game titled "Wings of Liberty", there wasn't a whole lot of fighting for liberty. Four missions or so were just the same, collecting artifacts, with no other story to go with them. Rescuing the colonists, while interesting in its own way, didn't advance the story in any way, either. I liked Tosh's mission, but that actually contributed to the story, by setting free political prisoners and all. Also, Spectres rock.
But, yeah, if you compare it to the structure of the first game, there's a lot less actual story, and that bothers the shit out of me. The missions that actually followed a linear story - the first and final three, roughly - were many times better than the others. I hope they drop that in future campaigns, but I somehow think not.
I'm enjoying the hell out of the game, no doubt about it. What bothers me the most is all the wasted potential.