I'm puzzled by this thread, though. When I hit the "vote now" button, I was sent to a different thread and when I click "view results," I get this:
Am I the only one with this issue?
Same thing happened to me - and to the same thread.
Of those I'd have to say Cavalry and Cossacks. Their 3 movement makes it much more difficult to defend against them, and you almost always have to face at least Cavalry. And as Chieftess mentioned, your defenders aren't that great in that time period, so you'll take some losses. Even in the early Industrial Age they can be a pain as they can really make an effective blitz once railroads are in place - they're much better at getting across border regions than tanks, and can still take out Riflemen.
Now if I'm going on the offensive, the defensive unit that always makes me reconsider is the Spearman!