I've got used to a combined arms force (playing as Byz, Russians and Moors, at least). Out in the field, it's just more satisfying scaring and killing large quantities of enemies with lighter, faster troops, but there are times when you just need something heavier and stronger (taking castles, for instance). Then again, tramping across the map with DFK is also satisfying, but in an infinitely less tactical way...

Generally, though, it's about using the right tool for the job, I think.