Found the answer in the Steam Community page for the demo.
Find XCOM's install folder. For Steam, it's the following:
- Windows:
C:\Program Files (x86)\Steam\steamapps\common\XCom-Enemy-Unknown
- Mac:
~/Library/Application Support/Steam/SteamApps/common/XCom-Enemy-Unknown/XCOMData
Then go through to \XCom-Enemy-Unknown\XComGame\Config\
and open up "DefaultEngine.ini" in a text editor like Notepad.
Under the header ; PC Startup movies
(CTRL + F for quicker access), delete the "+" before the 4 entries there. Save and start XCOM and the movies should be gone, however your video settings will be reset. Simply reconfigure your resolution and the changes will stick.
Hero units are created by specifying their first and last name in the barracks "Customize" screen. Once you do this, your soldier will be replaced by the hero unit. These units are considered to be cheats, though, as they are super-powered. They have high stats and start with advanced gear. You will be notified when you specify a hero's name that achievements are disabled as a result.
Also note that customization of these heroes is disabled - you can't change their names or any of the other options on that menu (armor color, armor type, gender, etc). You can also take their gear, but your other soldiers can't use it without doing the appropriate research.
You can summon as many clones of each hero as you choose. If you want to field a team of all Sid Meier clones, you are free to do so.
There are four confirmed heroes so far:
(I'm providing their nicknames for flavor, you don't have to specify them when you customize your character.)
These names are given in the game's files, you can find them in:
(Steam Folder)\steamapps\common\XCom-Enemy-Unknown\XcomGame\Localization\INT\XComStrategyGame.int
Search this file for "SuperSoldierFirstNames" and you'll come across all four, in addition to the strings that prompt you when you enter their name.
Here's Otto, note his 100 HP, Will, and Aim:
Kotaku also has a video guide which shows off summoning Sid himself, as well as Ken Levine.
Best Answer
Answer with spoilers:
The first Sectoid Commanders you will meet will be
As Ken said in his comment, you should not expect to meet them before capturing an Outsider and doing the research and mission that follows.