Well my dear Diewalkure, i would say it depends on the culture and on the role of the unit:
Greek : Medusa because the well-known ability against single targets
. Colossus because it is tanky and has a unique ability in game
.
Egyptian: Avenger because the Aoe and double sword, they are cool
.
Scarab instead are a very good siege monsters
Norse: Mountain and Frost Giants. The first one because are tanky, devasting against structure, and good also against heroes and units. The second one bacause the freezing ability can be very useful strategically speaking, and as i remeber are not bad also against structures.
About Atlantean i don't remember so much, at least not to give a proper opinion. Because i played less with the expansion.
I cannot say for now about heroes. I didn't use them so much as i remember (outside the campaign of course).
In campaign Arkantos wins because he's versatile and changes many forms