How powerful is Heimdall in the Thor movies?

He can see you coming from a realm away.

In Thor (2011), he already knew Thor, Sif and the warriors three were conspiring to go to Jotunheim before they even got to the Bifrost. He could even see onto the Jotunheim seeing as he notes he couldn't see Loki.

In Thor: The Dark World, we get to truly see just how massive his seer capabilities are,

“From here, I can see 9 realms and 10 trillion souls”

Finally, he is loyal as fuck to Asgard. Not to the throne. He has committed treason twice in the name of Asgard. First, when he disregard the orders of Loki who was regent and allowed the Warriors Three to travel to Midgard to bring back Thor. Second time he disregarded Odin himself and helped Thor get Loki and Jane off of Asgard.

I swear, if it weren't for plot armor, he'd be right next to Odin in terms of capabilities. You can't beat someone who can see you coming