I will agree with the masses and say Saphai. Playing the Ottomans is a blast, the Saphai is the best attack unit before the invention of mobile warfare, hands down.
After that I really like what they have done to the upgrade chain with Swordsman to Medieval Infantry to Guerilla and Longbowman to Guerilla. It makes archers and warriors good long term investments (if you change Guerilla to give it a movement of 2, a weak zone of control and a weak bombard [hit and run mortar attack]).