Brightwing: Gets colorful shadow effects if Blink Heal ultimate ability is chosen:
Cho'Gall: Gets a hammer if Hammer of Twilight ultimate ability is chosen as Cho:
Dehaka: As OP points out, regenerates an arm if any of ultimate abilities is chosen:
Gazlowe: Gets disks if Robo-Goblin ultimate ability is chosen:
Varian: As OP points out, wields different weaponry based on the ultimate ability chosen:
Some more info in this reddit post.