The obvious answer to this question would be Mr. Oakhurst. He's the one who leads the group out of Poker Flat and into the mountains, hoping to speed them along before the weather hits. He's certainly the leader of the group, taking charge even after Uncle Billy steals their supplies. Others may argue that because he kills himself, he is in fact a coward who cannot face dying with the others.
However, another hero would be Mother Shipton. She understands that she is the weakest in the group, so she sacrifices her food rations in the hopes that the food will save another member of the party.
Tom Simson is another hero. He is the youngest and heartiest of the group, so he sacrifices his life to search for help when the group becomes snowed in. While at first he may seem naive and in need of guidance from Mr. Oakhurst, he understands the gravity of the situation and takes his chances.
Finally, Piney is a hero to the Duchess. The Duchess looks to Piney for reconciliation for her past offenses as a prostitute. Piney's simple manner reassures the Duchess that even in death, "you could scarcely have told from the equal peace that dwelt upon them, which was she that had sinned."