Heroin effects more opiate receptors than methadone, which isnt necessarily a good thing. Both are mainly mu-agonist, but methadone just effect the mu- receptor, whereas diamorphine effects the sigma, kappa and delta receptors, which can have undesirable effects (itching, headache, vomiting, dysphoria, dissociation), and other histaminic reactions. Still, more than anything, heroin focuses most of its attention on the mu- receptor, which is what makes it so enjoyable.
Methadone has relatively low side-effects, there isnt much itching/histamine reactions, and it lacks many of the other side effects normal opiates have, because it only effects one receptor, mu-1/ mu-2, which are associated with euphoria and analgesia. It definately does not make a drug superior because of the number of receptors it effects (in fact just the opposite), but for other reasons, heroin is a more euphoric drug, mainly because of its short half-life and nice strong rush. Methadone creeps on slowly, all of sudden it hits you pretty hard at its peak, then plateau's there for 3-4 hours, and slowly creeps back down.