This video is Mariss Jansons conducting the Symphonie Orchester der Bayerischen Rundfunks.
Having wiki-ed Heldenleben I found that Strauss actually titled movements (although it's played straight through, the titles are basically like those of Alpinesinfonie to be found on a much older blog post) and apparently he requested they be removed so they're not in later editions. For first-time listeners I think it might be nice to know them:
1. Der Held (The Hero)
2. Des Helden Widersacher (The Hero's Adversaries)
3. Des Helden Gefährtin (The Hero's Companion)
4. Des Helden Walstatt (The Hero at Battle)
5. Des Helden Friedenswerke (The Hero's Works of Peace)
6. Des Helden Weltflucht und Vollendung (The Hero's Retirement from this World and Consummation)