I think I like cavalry best for impressiveness, I think the only thing that rivals the intimidation of a lot of cavalry is a massive horde of compies with flaming arrows.
Statistically, my favourite units are probably chariot archers, they dominate bronze age with their speed, firepower, line of sight and range.
My favourite unit vs. computer players, and in campaigns would have to be hoplites, vs. bronze melee units, they rule so much, and greek and macedonian hoppers vs. ranged units is pretty fun to see.
My fav unit to fight would hav2 be scythes, cos having a heap of them appear out of nowhere is cool to see, as duan did to me in a medit game we had recently, my poor,poor compies :P