Now, that might sound odd to you - especially if you're male as well and consider yourself to be a tough guy, just like your favourite Superhero (whoever he may be). But really think about it.
Heroes - no matter from what genre or time, really - always have to suffer. It's some sort of natural law. Take whoever you want from your favourite comics or movies and think about it: Is there any story without the hero getting beaten, trapped, bound or somehow injured? And what kind of person would lead a life full of pain and humiliation out of their free will? Only proves my point (or rather Bitchy's).
Then there's the whole 'sacrifice'-business. You don't have to look into religion to find that principle ... just imagine one rather normal situation for the hero-guy of your choice: The damsel in distress (and god, do I sometimes hate those) has been caught by the villain and he threatens her with the weapon of your choice. What's the hero probably going to do (provided there's no way to disarm or kill the villain safely)? "Let her go and take me instead." And the villain is stupid enough to do it ... it's a shame, villains these days. If I were the villain, I'd say "sure", let the girl go, then grab the hero, shoot the girl and shoot the hero right afterwards - problem solved, world domination, here I come. But that kind of thinking probably is the reason why female super villains are so rare ... too pragmatic.
But back to heroes ... maybe some time in the future I'll do a post on villains, too.
The real heroic trait seems being ready to suffer for a good cause. Of course, you also get to kill a couple of people and usually you get a pretty girl to impress who'll fall for you. Even though, with some Superheroes, I can't fight the impression that they'd like a pretty boy falling for them a lot more (but that's an old discussion).
And if you look back a couple of decades, to the good, old time of the "Film Noir" and the tough, cigarette-smoking private eyes, you'll find they almost never got through a case without getting seriously beaten up by someone. (I personally often wondered whether or not they could actually get an health insurance in a job like that.)
So, let's bring this all together: Heroes often suffer and obviously either don't mind it or even like it. They submit themselves not so much to a person, but to a good cause they're ready to suffer or even die for. And that's not new, even ancient heroes had to suffer a lot (and probably looked quite yummy while doing so ... judging from the fashion styles of that time).
Heroes ... I've just found a good reason to like them (and a good reason why I personally like villains better: they get to torture the heroes, after all).