I think Heimskr is hilarious, Whiterun wouldn't be Whiterun without him. I would sooner kill Nazeem or one of the Battle-Borns if we're talking about people in Whiterun.
(Once we've taken Whiterun for the Stormcloaks, Idolaf Battle-Born likes to walk by me and taunt me by saying he should bash my face in for what I've done. The one time I took him up on the offer and punched him smack in the kisser, he ran away and cowered behind the corner of a market stall with his hands over his head while the, ahem,
Stormcloak soldiers guarding the city came to his defense. Oh yeah, he's really tough when it comes to bullying old women and making idle threats against the new Thane, but when push comes to shove he runs for cover. I didn't notice him helping to defend the city when I played for the Legion, either... walks around in that Legion uniform and probably spent the siege hiding in his mommy's cellar. Bah. HATE HIM and would kill him but he's not worth the bounty money.)
Personally I find the Vigilant of Stendarr in Markarth far more annoying, at least Heimskr doesn't force you into a conversation with him every time you pass by in a sad attempt to railroad you into a Daedric quest that you have no intention of doing. I ended my first Dovahkiin's career by attacking him, didn't realize he was essential yet. Since I had a way overpowered follower at the time and called Odahviing in to help, it turned into quite a show.
