I probably will look stupid, here, but I like the settler. It is so versitile, being both worker and portential new city. I just love to set up a new game, a new continent to explore and settle. Sometimes I don't even bother with the malitia to explore, just build settlers until the world is full. I admit, eventually you will need some garrison, but Settlers are a unit for all seasons, improve terrain, build, sometimes, especially on hills or mountains they will win against barbs or other nations low level units. Love it when that happens. They can build their own fortress, if they have some notice. If there is a more flexible unit, I don't know what it would be. You do need naval transports of some type unless it is an unusual "pan gea" one continent world.
Its a combined arms game, but lots nicer to start with two settlers than almost any other combination (like a setter who pops a horseman or legion from a barb hut.)