Yup, Heynckes is one of my favorite coaches...together with Hiddink ... probably not the most popular but really solid coaches. Barca had Messi, without someone to dribble 2-3 players and create numeric superiority, there is little gameplan.
Absolutely, Allegri has done mistakes but then again all coaches make mistakes, even Ancelotti for all the good things that he's done, has done some stupid stuff (4-0 Deportivo, etc... even today lost to Schalke 3-4 at home turf). Some people complain about Allegri losing 3-0 to Arsenal, well Capello lost 3-0 to Bordeaux after winning first game 2-0 in the quarterfinal of the Uefa Cup. Ancelotti lost to Werder 2-2 after being up 2-0 in the Uefa Cup. My point is that everyone, players or coaches, make mistakes. Taking the mistakes out of context without considering all the good that the player / coach has done is not the right way to approach a discussion and value a person.
Example, as much as I hate Robinho for being lazy, in his first year he was great. Yes, his finishing was really bad, but he made up for it with hard work, dribbling and bringing the team higher up and running for the full 90 min. I can't say that Robinho was horrible in his first year because his finishing was horrible.
As Ancelotti has said "When a team wins, the coach gets little glory but when the team loses, the coach gets all the fault"