The rush and strength of a high is determined by two factors, bioavailability, and how fast it can cross the blood brain barrier.
Here are the rough bioavailabilites of heroin:
Heroin oral ~35% IV- 100% IM-85% Smoked 52-55%, Intranasal 44-61%
Intramuscular administration is out of the question but the numbers tell the whole story. IV administration is the ace of spades when it comes to heroin, intranasal and smoked can be debated on strength and duration of action, and vary from user to user. IV administration is also the quickest to cross the blood brain barrier followed by smoked and lastly intranasal IIRC. So just as the pharmacokinetics reveal IV administration trumps the other methods of administration.
Putting the numbers aside, even though IV is the strongest and most euphoric, once you spike up there's no turning back. All other routes of administration will become obsolete due to the significant difference. Stick to smoking or intranasal, they are more socially acceptable, less addictive, less life threatening in terms of overdosing, less cost effective in the short term but definitely more cost effective in the long run, will leave no track marks all over your body, and the list goes on and on.
Believe me, heroin is enjoyable enough in all methods of administration, so stick to the ones that are less likely to ruin your life.
Edit: Also, try and avoid speedballs because once you get into the habit of them it becomes difficult to stop.