THE HEAVY WEAPONS GUY!
Pros: Awe-inspiring damage at close range, high health, excellent leetle-cart-pusher.
Cons: Painfully slow, large head (fuck you Gabe), large back, tunnel vision.
Natural Prey: Pyro
Natural Predators: Spy, Sniper
WEAPONS COMPARISON!
Sasha vs. Natascha
The minigun: Capable of solving up to two hundred problems per ammo load. Contrary to popular belief, Natascha is actually very good at what it does - kill scouts. Unfortunately, its awful against everything almost everything else with the exception of pyros, and accurate fire from Sasha does almost as good a job at killing those particular types of cowards. Natascha is a situational weapon for a situation that rarely occurs (facing lots of scouts).
Shotgun vs. Sandvich
The shotgun, although an excellent sidearm for other classes, does little to endear itself to massive russian men. Although it hits hard at point-blank range, similar damage can be achieved with the KGB, and you'll be rewarded with crits. Otherwise, its only handy for fighting on the move. This is, however, when the heavy is fundamentally at his weakest, and no choice of weapon can change that. You're often better off stopping and mowing down the offending bad guy with Sasha.
The sandvich, on the other hand, is a handy health boost for those rare moments you can take a lunch break from coward-killing and baby-pwning and can't find a medkit. Keep in mind that a medkit is usually preferable to a sandvich, because you aren't helpless while acquiring one. Overall, I find myself using the sandvich far more often than the shotgun.
Fists vs. KGB
The fists are faster. This can be a surprise for your enemy, but due to the very quick nature of melee fights speed is usually irrelevant. The fists are, however, completely invaluable for taunt kills, which are totally hilarious when successful.
The KGB is very handy in a pinch. A swift meaty plastic-wrapped fist to the face can finish off most enemies in a quick close-quarters skirmish, and give you crits to worry oncoming enemies. I rarely find myself missing the greater speed of the fists. One surprisingly irritating drawback to the KGB is how much of your screen it takes up.
THE GOLDEN RULE YOU ARE INFINITELY BETTER WITH A MEDIC
THE LESS IMPORTANT OTHER RULE NOTHING OUTMATCHES YOU AT CLOSE RANGE
CLASS MATCH-UPS
(Assuming you don't have a medic. If you do, you are infinitely better against everything.)
Heavy vs. Heavy
Whoever revs up first or gets crits wins. Despite the large amount of health you both have, heavy vs. heavy tends to be very quick.
Heavy vs. Soldier
Simple. If you aren't close, he wins. Otherwise, you win. UNLESS HE'S FUCKING WARMONGER AND HE CRITS LIKE THE HACKING MOTHE--unless he crits.
Heavy vs. Scout
Surprisingly, range plays a much less important role in this fight. If he's dancing around like the puny little man he is, he's winning because you're having trouble tracking him, and he's hitting you hard with that scattergun. If he doesn't take evasive action, you will win.
If he isn't careful, he'll get too close. In this event, sever his puny spine with a punch. Taunt him over your mic afterwards.
Heavy vs. Pyro
Unless you don't see him coming, you win. Even if he does sneak up on you, there's still a good chance you'll win. If he dances around you, you might lose. Overall, this engagement is favourable for you. If he gets you low with his fire, don't hesitate to each a sandvich.
Heavy vs. Demoman
Keep a good eye on this one-eyed guy. He's only threatening if he manages to pile up stickies around you. Otherwise, keep moving with your stubby legs so he can't peg you with grenades.
Heavy vs. Engineer
Killing the slow 125 health coward is simple, but his coward toys are a different matter. Simply get into a position to shoot at it point-blank without taking any damage. Then, step out and fire right into it. Even with the engie fixing it, one-on-one you'll win. At a long distance, your efforts are futile. The knockback is too much for your ponderous movement.
Heavy vs. Medic
He'll run away. Kill him if you can, but don't worry yourself too much. If he's healing someone other than a heavy and you're close, shoot the guy being healed. This may seem strange, but you can actually kill him really fast even with the extra health. This is especially important with pyros, who are still fragile to Sasha bullets even with healing, but can make a mess of you if you focus on the medic.
Heavy vs. Sniper
Be sneaky. Only show yourself if you have no choice. If there's a sniper watching you, bob up and down erratically. This can work surprisingly well. Go for the melee kill if he isn't looking, because that's funnier. Sometimes if a sniper forces you into cover he'll get cocky and try to come finish you off with a close-range headshot. Ventilate him. With bullets.
Heavy vs. Spy
Unless he's trying to stab you and not running away, shoot him rather than melee. Otherwise, rely on teammates watching your back. Spies are very bad for you, because there's little you can do about them if they don't suck (thankfully, most spies are terrible).
But he is tough to beat as a heavy. I suggest pyro with a strafe attack. Heavies and Sentries aren't too smart or fast or they are both tricked by the 'strafe, circle and flame' AKA: W, A or S + M1 pyro.
