I'm very particular to whom I apply the word, "hero."
My own definition of hero, as I see it, is someone who makes sacrifices above the norm, for the common good; someone who is, or should be, greatly admired for doing so.
I don't count murderers and thieves as heroes. True, they had character and some had a sense of humor, but I don't conveniently forget that they were thieves, or caused untold grief with wanton -- as opposed to justified -- gunplay.
But if I had to pick I'd say Annie Oakley should be admired not so much for her shooting as for her early work at women's rights. She was an early prototype for the liberated woman and I believe she inspired many women to enter fields that were not usually available to them.
As far as her sacrifice goes, she endangered her career on numerous occasions by being outspoken against injustices concerning women and Native Americans.
Bill Cody was also sympathetic to Indians. Though he was more of a businessman, and had to portray them in the arena as savages in order to ensure a profit, outside of the arena he treated them fairly and tried to present them as a dignified, human rather than a bloodthirsty savage.
In 1995 I met a man who actually knew Buffalo Bill Cody. Ted was 12 when Cody died in 1917 but Ted lived in Cody, Wyoming and his father worked for Wild Bill. Ted had nothing but admiration and high praise for Cody.
But thieves and murderers as heroes? No, thank you.