Not that this is all that important, but lets all get our terms straight.
A heretic is someone that is part of a particular religious group, but holds beliefs that are not considered Orthodox in that group. For example, if a person is a Christian, but holds the Arian belief that Jesus is not God, but is the first born of creation, they would be considered a Christian heretic.
An apostate is someone who was the member of one religious group, and left it when they converted to a new religion. For example, a person who is a religious Jew who becomes a Christian is considered an apostate by us.
An infidel is someone who is not part of whatever you ascribe to. So for example, to a Muslim, a Hindu would be an infidel.
A pagan is someone whose religion is not monotheistic, usually meaning they are polytheistic or animistic. So for example, someone who believes in Odin, Thor, and the rest of the Norse pantheon would be pagan.
A heathen is a derogatory word for anyone who does not agree with your religion. A Christian, for example, would consider an atheist to be heathen.