That's the way it was for me with the Gauls. The Hall of Heroes is not a government building, it is a barracks building. There is no advanced technology availiable to the barbarian tribes. Hence why they are barbarian I imagine!

What seems to be the desired course of action is to start cranking out armies left and right and completely overrun the world. This is what I did with my Gauls and it was quite effective. Got a highly advanced Roman Army giving you trouble? No problem! With the barbarians, troops are so cheap and quick to build you should easily be able to throw two or three full armies at the Roman one and still have plenty of armies left for conquest elsewhere.

Toward the end of my Gaul campaign, I had so many armies that the only way I could keep my economy running was through continual conquest and extermintaion/looting of populations. When I attacked Thrace, they had 8 provinces, and I had a full army seiging each one at once, plus some more just marching around mopping up. Their entire empire was gone in 7 turns, then the armies moved out and left for Scythia.

This seems to be the power of the barabrians. The ability to overrun and just swarm all over the place with their cheap troops. They don't need technology and advanced buildings and sewer systems and new-fangled gladiator arenas. They just need a spear and a target!

Ever played Starcraft? The barbarians are the Zerg.