I think you are definitely on the right track, though I wouldn't devote too much space in your paper to analyzing events that occur before this plot line picks up. Thus, you may want to mention that Atticus was once known as the best shot around but perhaps place that in your introduction as background knowledge instead of focusing body paragraph space to that fact. I think a thesis could look something like this:

Atticus Finch shows his heroism through his defense of Tom Robinson, his treatment of Mayella Ewell, and the grace with which he guides his children.

Thus, you have three key areas to focus your ideas of heroism. (And you could easily substitute any of these that don't personally appeal to you.) For these three, here are some ideas:

Tom Robinson: The children learn that Atticus is specifically chosen to represent Tom because the judge believes that Atticus is the most impartial lawyer around. When Atticus becomes aware that the Old Sarum gang plans to harm Tom before the trial, he goes to Tom's cell and sets up outside. When the gang shows up, Atticus refuses to leave, thereby endangering himself in order to protect his client. He has brought no means of protecting himself, and things could have gone horribly wrong if Scout and the other children had not shown up. When one of the men grabs Jem, Scout kicks him and is reprimanded by Atticus even in this scene:

"Don't kick folks..." he said.

Atticus defends Tom to the best of his ability and places himself in harm's way to do so.

Mayella: Mayella is somehow both despicable for falsely accusing Tom of raping her and also incredibly pitiful because of the situation with her father. Although she doesn't even understand common courtesies, as evidenced by her combative tone on the stand, Atticus never wavers in his gentle respect with her. Bringing the truth of her family's situation to light in order to exonerate his own client brings him no joy:

When Atticus turned away from Mayella he looked like his stomach hurt ... Atticus sat down wearily and polished his glasses with his handkerchief.

In later conversations with his children, he encourages them to see the destitute conditions Mayella has endured which have created the situation she now accuses Tom of. He empathizes with the woman who lies about his client on the stand, which is pretty heroic.

His children: Atticus leads by example, always encouraging his children to see things from another person's point of view. When Jem bashes Mrs. Dubose's camilla bushes, Atticus insists that Jem apologize and then serve a punishment by reading to her nightly for hours. He doesn't try to shield his children from the reality of the trial, instead opening up the adult world to them and then helping them process the confusing things they learn about. When he finds them "torturing" Boo Radley, he insists that they leave him in peace. When Scout's teacher forbids her from reading with her father, Atticus finds a loophole so that they can continue their traditions and keep her teacher happy. Atticus is not a typical parent in Maycomb (and maybe not anywhere), but he is the hero his children need as he is always available to guide them to be more productive citizens who will see the world differently than most of their Maycomb peers. Perhaps this quote is one that best sums up his views on raising his children a little differently:

“The one thing that doesn't abide by majority rule is a person's conscience.”

Atticus shows the power of a caring parent who really listens to his children and is willing to show them the difficulties inherent in making tough decisions without feeling compelled to shield them from life's tough moments.