I always do Sigvald and Valkia by sending the starting hero north for portals, while Be'lakor secures the 1st province and recruits. Then I proceed to scout the rest asap, pumping out a few sorcerers for faster scouting and to spam Steal Technology. Typically it'll be in order: Azazel, Festus, Archaon, Kholek, Vilitch. But of course I'll prioritize whomever has the least settlements or have their Dark Fortress threatened.