These Two are similar in many ways they even share the DW ability Moxie here is a Comparison.
Pinsir
Pros: A high 125 Attack stat which is the same as Heracross, he only has 3 weaknesses, He has a great Defense stat of 100, a nice physical movepool.
Cons: His Speed stat is only 85(same as Heracross) which makes him usually have to resort to choice scarf, Low S.def and Hp which limits his tanking abilities. He does not have Megahorn.
Heracross
Pros: A high 125 Attack stat which is the same as Pinsir, He has a great S.def stat of 95, Decent HP stat of 80, Great Physical move-pool including Mega-horn, STAB fighting.
Cons: His Speed stat is only 85(same as Pinsir) which makes him usually have to resort to choice scarf, and Low Defense and a 4x weakness to flying.
They are so much alike but it is that Mega-horn and Fighting STAB that make Heracross more used but they are both really great.