Except for Clibinarii Immortals, which you get for free as they're the general's bodyguard. They even regen their losses automatically. That unit is basically closest thing to perfection you can get:
- Super high morale so they rarely ever break.
- Extremely well armored.
- Armor piercing melee weapons.
- Long range missile weapons & Persian Shot ability.
- Extra HP.
- Against infantry, outrun & outmanouvre them and then smash them with a charge. Will beat anything but the elitest (ie First Cohort) foot units easily this way. Against the elites just keep skirmishing for a while and soften them up with arrows, then charge to finish them off.
- Against cavalry (heavy & light), simply melee them.
- Against faster horse archers, missile duel. The Immortals' superior armor will protect them. If the HA use Cantabrian Circle then approach them at marching speed to tire them.

The only real weakness is that you only get as many of these units as you can get family members.