It all depends on the rest of your team. If your team can handle more specially offensive flying types without Volcarona/Heatran, then I'd recommend Volcarona because the rest of the team would cover the bug type, and it also gets access to roost, something Heatran lacks and is weak to. Volcarona's typing isn't the best when put up against more offensive types such as fairy or dragon, but it has better offensive typing versus others. Bug typing means it isn't as walled by slowbro/starmie, but it also means it is 4 times weak to rock. Losing 50% HP upon entrance is something your team would definitely have to make up for with a reliable rapid spinner/defogger.
Heatran's stats are better, however, no matter which way you look at it. It also has better defensive typing versus fairy and dragon type moves like moonblast and draco meteor, which are rather common in competitive. On the downside of it's typing, it also makes it 4x weak to ground type attacks which can also be common in competitive. For example, ground types such as Landorus-Therian and Garchomp/Gliscor can switch, to an extent, and threaten it with earthquake. Since it would also be specially defensive, it means it won't take that very well. What it does do well, however, is eat up hurricanes from flying types and volt switches from raikou and other electric types.
In the end though, it all depends on the make-up of your team.
- If your team can handle flying types and has reliable hazard removal, I'd recommend Volcarona.
- If your team can handle offensive ground types as mentioned above and is more weak to electric types and volt switching, I'd recommend Heatran.
Just realize this though: Volcarona can be classified as a wall to an extent because it has access to roost. Heatran's only form of recovery is unreliable and involves leftovers, rest, or wish passing.
Good luck in competitive!