There's quite a bit missing out of the list, actually. I'll post a complete list of what was actually available in the Heroes line.
Series 1:
Claire Bennet - SKU: 696198280029
Hiro Nakamura - SKU: 696198280050
Mohinder Suresh - SKU: 696198280036
Peter Petrelli - SKU: 696198280012
Sylar - SKU: 696198280043
Series 1 Exclusives:
Fire Rescue Claire Bennet - TRU - SKU: 69619828029
Times Square Teleport Hiro Nakamura - TRU - SKU: 696198280449
Flying Peter Petrelli - Previews Exclusive - SKU: 696198280173
Future Hiro - San Diego Comicon 08 Exclusive - SKU: 696198280098
Artist Sylar - San Diego Comicon 08 Exclusive - SKU: 696198280463
Phasing Peter Petrelli (only 500 produced)
Series 2:
Claude - SKU: 696198280166
Invisible Claude - SKU: 696198280166
Jessica Sanders - SKU: 696198280111
Niki Sanders - SKU: 696198280111
Matt Parkman/Molly - SKU: 696198280159
Mr. Linderman - SKU: 696198280142
Noah Bennet - SKU: 696198280135
Series 2 Exclusives:
Exploding Man Peter - TRU - SKU: 696198282552
Half-Invisible Claude - Entertainment Earth - SKU: 696198282184
They announced and displayed a Series 3 and Series 4 set of figures at conventions, but they were never released.
I have pictures of most of these figures on my figure site
here.