I've always liked the idea of cavalry charges. But seriously, my favourite campaign so far was the one I did as the Parthians. Cavalry Archers, Cataphracts, and light infantry (ie. slingers and archers) just ripped through the unimaginative AI. I think one mostly cav. archers stack of mine went through 4 Scipionic stacks in one turn! I was amazed. So I have an attachment to cav. archers and cataphracts.