Obviously Immortals and Gallic Swordmen are the very best of, but Cossacks are very underestimated. Particularly I consider a blitz Cavalry pretty much hardcore because they are facing nothing but Musketmen and in the worst case scenario a few Riflemen. Besides, they trigger Golden Age in a good timing if you are going commies (I know most of players don't like it, but sometimes it's necessary) or even if you are already in Republic because you probably are not making 4-turns research and GA can make it happen. The only bad thing about Cossack is to research a non-prerequisite tech (Military Tradition) which can delay in about 5~7 turns some tree advance, giving back the turns russians get going to industrial age with free tech bonus. If you already got the GA due some Wonder and are not exactly needed about attack units perhaps you can wait till infantry, making Cossacks obsolete even without being discovered. But that is a unique case. Tier 2 leadership definetely.