I build destroyers out the wazoo!! Once I get the tech, I tend to build about 12 to 40 (depending upon the size of my empire and a host of other factors) of them and use them in task forces of 3 or 6 to patrol my coasts, raid the sea-lanes, and defend my transports. I often have 4 or 5 destroyers for every BB, and 3 or 4 BB's for every carrier.
Helicopters are nice for the period before computers, and I'll even save some infantry after the development of MI (usually 4 to 8 or so) to be transported in behind enemy lines after I've eliminated his air power by using fighters to bomb his improvements and bait the AI's fighters into combat. I load up like 8 Helis and drop them all over the enemy's mountains. This works much better than paratroopers, but costs more (add the cost of the helis to the cost of the infantry) and requires more work (you actually have to save some infanty units and load them into the birds). But if the battlefield is the scattered remnants of a once-great empire that has been chewed up by a pie-load of other civs, the helis are great!
Paratroopers aren't as tough as infantry, so if you're going to get involved in the "get behind enemy lines" game, I'd prefer to use Helicopters and infantry.
In multi-player games, people don't expect them at all, so they make great little surprises!!
Stealth Fighters are cheaper than Stealth Bombers and can perform recon missions with less risk and more range than jet fighters (crucial in multi-player naval wars). I keep at least one on each carrier in my fleet, and use them to scout before I make any moves. The last thing you want is to move a carrier fleet into range of the enemy BB's without knowing you can sink them all :suicide: (or at least enough to make him run home to mommy).