Thureophoroi will break under pressure, that's a given. So when you make sure they don't come under pressure, they will do the job. Problem is that this makes them rather unreliable and in need of constant supervision on the battlefield.
The main prize, however, in this thread will probably go to...
...any and all elephants. Sure, they make a big impression, but losing them to a band of skirmishers usually doesn't, turning your treasury into a laughing stock. Only recruit them when you swim in money, and on the battlefield, keep them far away from your own troops, in case they run amok.
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