What other characters does Shakespeare use to advance the Hamlet theme that a hero in one subplot can be the villain in the other?
One of the great paradoxes of his play is that Hamlet, the hero of one plot, is the villain of the other. This realization reflects directly the duality of human nature.
I assume you mean within the play of Hamlet?
Hamlet is the hero of the main plot against Claudius and in the following subplot conflicts with 1) Rosencrantz and Guildenstern; 2) Polonius; 3) Laertes; 4) Gertrude. Hamlet is even the hero as producer of the play within the play, The Mousetrap. In all of these, Hamlet exposes the crimes done against his father and himself.
Hamlet, however, is the villain in the subplot with Ophelia. He misdirects much of his anger regarding his mother's incestuous relationship with his uncle and aims it toward Ophelia. Soon after Hamlet tells her to "Get thee to a nunnery," she commits suicide. She is one of the three victims in her family to die as crossfire in the main plot battle between Hamlet and Claudius. The other two being Polonius and Laertes.
Young Fortinbras is also a villain in the subplot with Claudius. Obviously, he is an enemy of the state who threatens invasion. However, as a foil of Hamlet and the one who discovers the tragedy at the end, he becomes the hero who will tell the tale. His monologue ends the play, giving Hamlet a funeral befitting a prince:
Let four captains
Bear Hamlet, like a soldier, to the stage;
For he was likely, had he been put on,
To have proved most royally: and, for his passage,
The soldiers' music and the rites of war
Speak loudly for him.
Take up the bodies: such a sight as this
Becomes the field, but here shows much amiss.
Go, bid the soldiers shoot.
In some sense, Antony in Julius Caesar (not in Antony and Cleopatra) is an example of a dual-natured character, not quite to the extent of Hamlet, but nonetheless, he plays the avenger of Caesar's assassination and certainly comes across as the hero after his funeral speech. Later, though, in Act 4, he mercilessly plots the murders of over a hundred people, even family members, supposedly to get revenge for Caesar, but in actuality to get rid of competition.
Shylock, too, from The Merchant of Venice can be interpreted as a dual-natured character. The audience must feel sympathy for him after the way he has been humiliated by Antonio and then eventually when everything he owns and cares about is ripped away from him. After the court case, he comes across as a sort of tragic hero. In contrast, Shylock seeks to cut out a pound of flesh from another human being which is definitely villainous desire.