I'm sure other posters have said similar things but, I'll give my two cents as well.
If you are naive to opiates, you honestly wouldn't notice that much of a difference if you say, did 25mg of hydrocodone one week, then two weeks later sniffed a bag of dope, and then two weeks after that took 15mg of oxy (the dosages of oxycodone and hydrocodone are rough estimates-with the heroin, no one can tell you how many milligrams, as heroin is not a pharmaceutical drug, so it could be really cut, or really pure.) If you tried heroin on monday, and then the next day tried hydro, and then the next day tried oxy, you might not feel the hydro or the oxy, after taking the heroin the first day. Basically, in terms of strength, assuming the heroin is decent, heroin is the strongest, oxy follows, and then hydrocodone (of these three drugs, we're excluding other opiate/opioids). You might find oxycodone and hydrocodone to be more stimulating, but really, when I was naive to opiates, they all felt the same really. It took a while for me to become a novice, and there are subtle differences between morphine-derivatives/opiates and a lot of the synthetics. Usually, Opiates are more sedating and have more side effects (such as nausea, histamine reactions, etc..) whereas the semi-synthetics and synthetics generally are less severe in terms of side effects.
Honestly though, what makes heroin stand out among these three drugs is the fact that it's very lipid soluble and can penetrate the BBB really easily, especially when used intravenously. It produces a 'rush' that oxycodone and hydrocodone cannot (some say they give a rush, but relative to heroin, there is no rush). Not to mention, hydrocodone should not be IV'd.