Heavy infantry (Legionary Cohorts, Chosen Swordmen...) to open the door so I can get the rest of my units in. Depending on what the AI sends to the holes in the wall I create, I usually like to send calvary (in my personal mod, I removed all Legioniare and Praetorian Cav)) to smash through and then immediately go deep into the city so I can use them to flank.