Play Altar, make your own champions (henchmen), see them gain levels very fast (no xp split for henchmen).

Focus on your Sovereign. He/she can reach high levels (12-25) and become the most powerful unit in the game.

It's almost impossible to do the same with your low level heroes, I'm afraid. Use them as scouts, errand boys or city governors. Or steal a magic trait from them, killing them. You can get higher level champs through Fame and quests. Many of those are already powerful

I generally play the largest map possible on Challenging/Challenging Monster and AI difficulty with the maximum number of unique Sovs, and I don't usually go for the quick kill.  I use dense resources and magic, highest setting for quests, monsters, random events and wildlands, and regular production and tech pace.  I also use Often for how often the Sovs resign - I find if you don't use that, you can almost never get any to resign even when they've been totally smashed.  I also use the Tile Mod which increases the maximum yields of tiles in general and especially in cleared Wildlands.  And with the new Gigantic maps and irregular maps introduced by one mod, or the bigger maps introduced with the alternative version of the tile mod, you can have almost a never ending amount of quests and monsters.  And then there's the Wanderlust skill - once you've got Breon's Letters tech you can buy quests for all your heroes and level them all up, which is fun in itself.  And don't forget to try the mods that provide extra champions you can obtain at the various fame levels!  There are plenty of cool mods, and a lot of them work together, and you can ask to see which ones are compatible.

Thanks for all the answers. I took most of my champions now and put them into my settlements so the AI won't attack. I still didn't find any bow.

I only kept the Mages and Commanders in my armies and that makes everything a lot easier. 

I don't like Henchmen because they have such limited spells.

Or just go to Pariden and shop there! That's why I always choose Pariden as an opponent, and keep friendly with them. Water1 and Air1 are useful for any champion, all game long.

Hmm, that sucks and never noticed.

I often put 2 heroes in an army for periods of time, not for the uber, since it usually isn't, but moreso to get some xp for weaker heroes to help make them useful.

Since I *do* use my heroes for support they're pretty much useless unless they are commanders, mages, ideally have life magic to heal, or at least have magic.

My problem isn't leveling heroes, it's that often the choices when new heroes appear are both horrible or that later in the game they come with skills/xp spent in ways I don't like.