I've always found these units very useful when war mongering.
In no particular order:
1. Mandekalu Cavalry (No penalty for attacking cities and has an amphibious promotion. And it's a mounted unit, yay speed!)
2. Keshiks (Shoot, kill, run, repeat. It's that simple.)
3. B-17 (Harder to kill, harder on the cities.)
4. Siege Tower (My God are these things strong.)
5. Sea Beggar (A few of these and you're enemies will have no coastal cities left!)
Honorable mentions:
Berserker: (Stronger, can embark after landing and has +1 movement. These guys will wreck coastal and inland cities.)
Turtle ship: (So much stronger than a caravel, they will decimate enemy coastal cities, assuming they aren't too far away.)