As Julii, I found wardogs a little too good. Someone said they are all you need to fight Gauls and it is not far from the truth. They kill most unarmoured stuff and nicely tie up heavier stuff for a while. I think the broken thing about them is the regeneration - if they died, the player would save them for when they were really needed and for pursuit.

Of the historical units, I would vote for archers as most impressing me with their power - they are amazing. Three units can machine gun down a large infantry army sallying out from a city gate.

I can't say I am that disappointed with any unit, although I did hire a unit mercenary Greek hoplites and found them too slow to be useful as an anti-cav troubleshooter - but then most things in RTW are... They were also rather vulnerable. I would have preferred something like the halberdiers in MTW - slow, but very tough. Maybe the armoured hoplites are like that?