It's pretty easy to conquer towns/cities with wooden walls with HAs if you've got something mêlèe-capable units to deal with the final phase/engaging the general(s) (I'm playing currently as Baktria and the majority of my forces is made up of Shivatir-i Pahlavanig, Dahae Baexdzhyntae, Thanvare Payahdag, Nizagan-i Eranshahr and Thanvare Parsig units...).
However, castles/cities/forts are a little different in M2:TW...
My point was in general against sieges, I've just never liked them particularly. (Actually archer/HA-heavy armies can make some of them quite fun, it's always rewarding to see Pantodapoi/Pantodapoi Phalangitai/Gund-i Palta/Shuban-i Fradakhshana units melt under hails of hundreds or thousands of arrows)
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