I love them and whenever I see a distinct one that I don't have I usually acquire it. I've JUST started doing some plant breeding, but this is a genus that intimidates me. Almost unprecedented breeding work has already been done in it. It seems hard for me to imagine a small time breeder (I'm making assumptions which may be entirely innaccurate here) trying to match wits with the big time breeders, like Terra Nova. If I came across some really exciting chance mutation of form or bloom color or variegation in my garden or at a nursery that would probably spark off a breeding effort on some level, but I would still feel like I was starting a foot race several legs from behind. I would rather work in genera that might yield something of interest to the world, not raise seedling after seedling to find something of interest only to realize that an improved form with the same characteristics has just hit the market on a wide scale. Does that make any sense? I hope it didnt sound too discouraging. If heucheras are your one true passion and nothing I said has any bearing because its for the the sheer joy of the genus and the process that you want to breed them, just go for it!
If your aim is a commercially viable product and I haven't already dissuaded you, my best advice would be to go for a cross-generic hybrid. Like heuchera and tiarella. These hybrids are usually sterile and if by chance you do hit upon something unique other breeders won't be able to develop something a little better (at least, sexually) next generation that sends your creation packing into the woodwork.
Maybe my perspective is totally bent. I'll be interested to hear what others have to add.

I am also interested in doing some Heuchera hybridizing. However, I think that HHH paints a bit of a gloom and doom picture for the small hybridizer. Yes, it is a numbers game, but anyone can hit the jackpot. Once you have a superior individual, scaling that up is pretty easy with the contract liner industry being what it is today. Find a decent plant patent attorney, get a PPAF, and contract it out! That's how the small guy gets started and gets an income stream.

Of course, no one says that you have to make a business out of it! A lot of people just do it for fun!