We develop a general downlink model for multi-antenna heterogeneous cellular networks (HetNets), where base stations (BSs) across tiers may differ in terms of transmit power, target signal-to-interference-ratio (SIR), deployment density, number of transmit antennas and the type of multi-antenna transmission. In particular, we consider and compare space division multiple access (SDMA), single user beamforming (SU-BF), and baseline single antenna transmission. For this general model, the main contributions are (i) ordering results for both coverage probability and per user rate in closed-form for any BS distribution for the three considered techniques, using novel tools from stochastic orders, (ii) upper bounds on the coverage probability assuming a Poisson BS distribution, and (iii) a comparison of the area spectral efficiency (ASE). The analysis concretely demonstrates, for example, that for a given total number of transmit antennas in the network, it is preferable to spread them across many single-antenna BSs vs. fewer multi-antenna BSs. Another observation is that SU-BF provides higher coverage and per user data rate than SDMA, but SDMA is in some cases better in terms of ASE.