In this paper, a comprehensive study of the the downlink performance in a heterogeneous cellular network (or hetnet) is conducted. A general hetnet model is considered consisting of an arbitrary number of open-access and closed-access tier of base stations (BSs) arranged according to independent homogeneous Poisson point processes. The BSs of each tier have a constant transmission power, random fading coefficient with an arbitrary distribution and arbitrary path-loss exponent of the power-law path-loss model. For such a system, analytical characterizations for the coverage probability and average rate at an arbitrary mobile-station (MS), and average per-tier load are derived for both the max-SINR connectivity and nearest-BS connectivity models. Using stochastic ordering, interesting properties and simplifications for the hetnet downlink performance are derived by relating these two connectivity models to the maximum instantaneous received power (MIRP) connectivity model and the maximum biased received power (MBRP) connectivity models, respectively, providing good insights about the hetnets and the downlink performance in these complex networks. Furthermore, the results also demonstrate the effectiveness and analytical tractability of the stochastic geometric approach to study the hetnet performance.