I personally like the Saka bodyguards, although I haven't played them yet in a campaign. They have the bows and spears, which makes them very versatile as well as pretty good stats. The Hellenestic Somatophylakes Strategou are also pretty good.

So what's all of this talk abut Casse bodyguards? I personally perceive them as being the weakest bodyguards around, since they are practically useless. They are few in number, don't have enough javelin men to be effective missile unit, and they can't really pursue routing units, and they suck at melee. Their charge, although being something like 50, has almost no effect. Most importantly, they have no scythes, which means they cannot just run through infantry or slaughter cavalry. I even had a cattle when I attached a 1 gold chevron, 64-men Casse chariot bodyguard with my 30-man 2 experience Romani bodyguard and annihilated all of them in exactly 10 seconds! While losing absolutely none of my horsemen! What exactly are those chariots used for anyway!?
I know exactly what you mean. Couldn't beat 3-5 units of skirmishers with the chariot dudes. And I lost my only settlement because of it.

"Bodyguard, lolwut? They can't beat skirmishers? Forget it! I'll take Brihentin, please."

-Aedui general, when choosing bodyguards