As KoJ I like having Jerusalem have a Religious Guild. I put the Templar Headquarters in Kerak.

And yeah, the bonus is nice. Get the full jousting building, Templar Headquarters, Horsebreeder HQ in Cairo (it's easy to get there with all the races), and Swordsmith HQ in another castle. You'll get gold chevron Templars easy. Then just move them to the castle with Swordsmith and get the weapon upgrade.

You can do it with your unique units too.