Heinrich has classic appeal. He's safe. He won't make waves. Can you see Heinrich do anything stupid.All the same could be said for Kaine (and Warner). Both are both 'safe' and arguably safer than Henrich as both have also been governors so have exec experience.
He has Western appeal, and that may be crucial in November 2016.
NM is already safe for Dems and I don't see how he would have any reach to boost CO or NV, I doubt most have even heard of him. If you want someone to help in CO then pick someone from CO. And again Kaine (and Warner) would clearly have more effect on a battleground (VA).
So again Kaine is the much more strategic bet, and that doesn't even count the temporary loss of a Senate seat (and risk of losing it for longer)