Train them only if they're effective.
For instance, as Makedonia, I don't bother my arse training Hypaspists, but I take careful note to train Hetairoi. Hypaspists are only good at holding lines, and phalanx units do it better.
Hetairoi are monsters at breaking lines, and there aren't many units in ANY faction better at doing that, never mind within the Mak faction.
A word of warning against Elephants.
They're crap, 'cause they're vunerable.
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