Mike's Deli, in the Arthur Avenue Market, Arthur Ave just south of 186th, has the best heroes I have EVER tasted in this country. I usually get mine with Soppresatta, an assortment of peppers, mozzarella cheese, sundried tomatoes and Olive Oil. He has a wide assortment of cold cuts, however, that are made by him or by local butchers. The bread is always fresh from Addeo's Bakery, located just outside the market. Whenever I attend an event in Central Park or go to a picnic, I always hop on the Ram Van (a transportation service for Fordham Students between Man. and the Bronx) or hop on the D train to get to Mike's. It is WELL WORTH the 30-40 minute trip from Midtown!
Lucky for us, they even have a website and CATER!: http://www.arthuravenue.com/news99.html