The guys in 300 are hoplites. They are sufficiently invulnerable to arrows and such in the game, especially the heavy armoured, high morale (Spartan) kind although any hoplites are a bad thing to shoot missiles at. As the Scythians, you'll have a lot of fun fighting mainly Greeks because you'll need to research the more ammo tech for your horse archers before you can even hope to do anything against a half decent stack of hoplites + ranged infantry.
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