A rule is something you are given as fact. It is clear and absolute.
A heuristic is something you create yourself based on observed patterns. It is vague and general.
A rule requires conflict resolution against other rules. A heuristic requires interpretation on its own.
You expect that a heuristic can/will be wrong sometimes, but that a rule always holds.
But then again, rules only require conflict resolution because there rarely are rules ordering all other rules. This does not mean that heuristics are "meta-rules", it just means that people smart enough to work at the meta-level don't need the crutch of absolute rules.
The program EURISKO http://www.aliciapatterson.org/APF0704/Johnson/Johnson.html used heuristics to develop rules. It interpreted the heuristics by trying them out in thousands of different cases and asking a human being if the result was any good. See ConvoySpeed
A heuristic is a learning-by-problem-solving pattern. It involves such Q-and-A as "try this ... did that work?" and "what happens when I turn left here?"
In general, learning from one's mistakes, learning from the mistakes of others, observation of cause and effect.
A rule would be "always follow the blue line."
A heuristic involving the blue line would include "what happened last time I did that?"
Concepts
Concepts are fundamentally different from rules or heuristics.
So far, the only definition of the concept 'concept' was pretty vacuous, that a concept is a set of things that belong. So let's try to get at some of the properties of concepts.
Concepts relate to definitions but they are very unlike definitions. In particular, a definition has subparts (words) that are literally inside of the definition whereas a concept's subparts are not inside of the concept. Except maybe in the same sense that an object in ST has a bunch of variables that are its subparts. It even seems that a concept can exist without its subparts existing, or that it can be more precise than the sum of its subparts. Or maybe not.
More on this as I think it.
But for a clear-cut example,
See also: ThreeStagesOfKnowledge, ThreeLevelsOfAudience