There is an item which boosts the rate at which your hero gains experience by 25% (click on "Boosts" middle right of the screen, then on "Hero/Shaman" then "Hero's Experience".)

As I think you must already know, you can craft equipment which gives an experience boost when worn - a legendary Fur Hat for example gives a 40% boost.

These various bonuses are applied to a Book of Knowledge when read.

Early on the best source of hero's/shamans' experience are tasks and quests.  Later it is knowledge and building advances (although by then hero and shaman are likely to be maxed).  It is worth employing the experience boost and donning the experience set before completing a set of tasks or cashing a quest reward.  It is also worth saving the quest rewards and cash them in only when hero and shaman can benefit from the experience they give.