Always remember that UD heroes are always meant to be used in conjunction with something else, whether it's other heroes, or units. Creeping is no exception. My personal creeping hero of choice is the Death Knight (we've debated this point many times, so let's just stop beating a dead horse

), but in any case, you should be able to creep effectively. There are two units you can use for creeping, each with their own strengths and weaknesses.
Ghouls are an old favorite, even though they've lately lost some popularity. With Ghouls, you are able to get started on your creeping faster, as they come out far more quickly than Fiends, and can Cannibalize to regenerate HP. They are fast as well, enabling you to move around quicker, thus claiming more creep camps. Thus earning you more goodies. Ghouls are still effective combatants as well, though in light of new patches, you'll need to have around other units as well. Ghouls have relatively few weaknesses when it comes to creeping, but fare less well when it comes to combat. I kinda miss when Ghouls were pretty much the only units I used...
Fiends are slower than Ghouls in terms of movement, but are monsters at creep killing. With usage of even as little as 4 Fiends and a DK and a Lich, you are capable of creeping almost anything on any given map. 6 Fiends will guarantee you success in creeping anything. Fiend focus fire brings down creeps in the blink of an eye, and it should provide effective practice in targeting individual enemies during combat. A very useful skill indeed when using Fiends. In addition, Fiends are powerful units in combat, though perhaps more micro-intensive than when using Ghouls (arguable point). The disadvantage of Fiend creeping is that you get started slower, or must start off in an awkward position. Often, this results in slower teching as well.