Heracross-EX alone is pretty bad, but M Heracross-EX (Mega Heracross) can be used in a fairly strong deck. M Heracross's attack can easily take one-hit knockouts with the right support. The key part is that it needs a lot of support, which is the primary factor holding it back from being a truly "competitive deck".
Some cards that work well with M Heracross-EX include Virizion-EX (which not only provides energy acceleration, but also protection against Hypnotoxic Laser), the obvious Herbal Energy, and Dusknoir FLF.
Generally I would advise getting on a simulator like PlayTCG (free, but a manual interface), TCGOne (also free, but an automatic interface, although it can be slow to update for new sets), or PTCGO (the official simulator, probably the best UI, but costs money) and trying a range of decks with varrying playstyles. That will get you some experience in the metagame, as well as what's fun for you. Don't be afraid to check out the Deck Garage forum and try out some random lists there too.
And, most importantly, remember to have fun!