Parthian bodyguards and Koinon Hellenon bodyguard hoplites are my favorites, since they're both very effective. It's amazing what those guys can do, but I like the hoplites a lot because they're the only footmen that I know of that count as bodyguards.

As for least favorite, I would have to go with the Hetairoi, not out of any special dislike toward the unit, but because every greek faction has them, and fighting them gets old after a while.