Some people, myself included, seem naturally inclined to hold up certain figures as presenting and/or embodying some deep, abiding personal truths. We all have our models. The Chinese aren't just whistling Dixie when they venerate their ancestors; hero worship can be an excellent vehicle to mystic insight! Alternatively, it can be the unmarked white van with which you drive your mind into an early grave. Its use depends entirely upon how self-aware you are of what you're doing.
I personally have three guides, two of whom were dead before they became my guides, one of whom was in my immediate family and whose main lesson seems to have been that men like him could exist at all.
If you're going to go in for hero worship, make sure that your heroes are:
1. Dead, so they don't become worse with time, or, barring that, wise enough not to spill the beans about how they aren't the idealized versions of themselves you've constructed.
2. Well-recorded if they were dead when you found out about them, or else close to you when they were alive. The more material they left behind, the better. This is why men who have that extremely rare combination of being both well-spoken and also chatterboxes tend to fit well into the guru role.
3. Personally relevant to you. If you are a devoted optimist, Schopenhauer is not the man to be your guide. Guides ought to really speak to something deep in you that makes you feel pumped to listen to more of their material. The closer they are to you personally, the better, and in shamanic and post-shamanic societies, this means quite literally the spirits of your dead family members, or mythic figures whose lives are so detailed that they are as real as anyone else who's lived and died. Often it is impossible to tell the difference if the subject led a sufficiently noteworthy life, or if the cultist (that's you) is particularly adept at mythopoesis.
4. Not in the habit of making overly-specific predictions or prophesies. Your breathless (and, let's face it, often naive) reverence depends upon your subject's life and/or works (both if possible) being useful models for you to pattern your own life after, and any glaring errors are apt to throw you off. It is possible to overcome a hero's incorrect pronouncements and continue to find him useful as a guide, but the less you have to try and force a guide's teachings into your model of reality, the easier it will be to fit novel information into the scheme you're constructing.
4. Not given to stylizing themselves as heroes at all. The cult of their worship must be, in the end, your personal vanity project, not theirs, because let's face it, they're already dead, this isn't their journey any more, it's yours. The closest they can come to claiming themselves to be heroic or in positions to be listened to is if they are your parent, grandparent, godparent, older sibling, etc. Once they slip into calling themselves the ascended master, etc (outside of ritual, I mean), then you're truly fucked.
Remember that these are people onto whom you have grafted archetypes. If they are public or semi-public figures, others may feel the way you do, and that's great, but the second this becomes about some form of community is the second that you inject social dynamics and politics into something you've developed into a personal religious framework, and that's a good way to really fuck with your own head. If there's a prevailing cultural model for how to go about doing this, you can use that, but otherwise, just remember that you'll be happier if the messages from your particular god-on-earth are meant for you, and not for someone else.