Some interesting, novel, or potentially overlooked upgrade paths that haven't been mentioned yet.
Archery units: free Combat I Aggressive Leader
With an Aggressive leader, you can build Warriors and upgrade them into Archers for a free Combat I on your Archers (and hence all of the Archer upgrades). You can also use this upgrade route to put Melee-specific promotions on Flurries or Marksmen, which may be desirable since they are primarily used as attackers rather than defenders.
Archery units: free Guardsman Bannor
As Bannor, you can build Warriors with a Bannor Training Yard and upgrade them into Archers for a free Guardsman promotion (Unit more likely to defend and reduces maintenance) on your Archers (and hence all of the Archer upgrades). This upgrade is desirable as Archery units are generally better suited to city defense than melee units.
Bambur, Saverous, Meshabber of Dis, Eidolon: free Guardsman Bannor
With Bannor, you can build Bambur, Saverous, and Meshabber of Dis with a Bannor Training Yard for a free Guardsman promotion. You can also build Diseased Corpses with Guardsman and upgrade them to Eidolons.
Valin Phanuel and Rosier the Fallen: free Horselords Hippus
With Hippus Stables, you can create Valine Phaneul or Rosier the Fallen with Horselords (+1

+10% Withdrawal Chance).
Arthendain: free Dextrous Ljosalfar
With Ljosalfar Archery Range, you can create Arthendain with Dextrous (+1/+0

).
Marksman: free Sinister Svartalfar
With Svartalfar Hunting Lodge, you can create Assassins with Sinister (+1/+0

) that upgrade to Marksmen.
Ranger: free Medic I and Mobility Spiritual Leader
A Disciple of Leaves can upgrade to a Ranger for a free Medic I promotion. If you are a Spiritual leader, you also get a free Mobility promotion. In addition, if you have the Altar of Luonnotar, you may be able to create Rangers with lots of XP this way.
Mage: free Medic I and Mobility Spiritual Leader
A Savant can upgrade to a Mage for a free Medic I promotion. If you are a Spiritual leader, you can also get a free Mobility promption. In addition, if you have the Altar of Lunnotar, you may be able to create Mages with lots of XP this way.
Shieldwall and Sparitoi: free Boarding Lanun
A Boarding Party (Lanun: replaces Pikeman) can upgrade to a Shieldwall of Sparitoi for a free Boarding promotion (allows units to attack and capture ships). It may be advisable for the Lanun to follow this upgrade path when creating Shieldwall and Sparitoi.
Berserker and Immortal: free Dragonslaying and Courage Grigori
A Dragonslayer (Grigori: replaces Maceman) can upgrade to a Berserker or Immortal for a free Dragonslaying and Courage promotion. Courage is particularly helpful for dealing with the Four Horsemen. It may be advisable for the Grigori to follow this upgrade path when creating Berserkers and Immortals.
Eidolon: Water Walking or Medic I or Diseased
Eidolon can have Water Walking, Medic I, or Diseased depending on whether they upgrade from Drown, Zealots, or Diseased Corpses.