What are the units that you almost never use or build?
For me I never use:
Airship -Very weak and I don't like it
Anti-Tank -I never tried one!
Explorer -Comes too late
Guided Missile -Worthless
Irondad -Never built one I usually wait for destroyers/battleships
Privateer -Never built one!
Paratrooper -Nop .. useless for me
Trebuchet -I stick to catapults
Trireme -Stupid ship
A lot of units are situational, and game speed also makes a big difference. Airships, privateers, ironclads, and antitanks all suffer from a limited period of usability before they effectively obsolete due to better new units. On Marathon, and even Epic, this limited time is many more game turns, giving a better use for them.
Airships aren't especially powerful combatants but are very useful in other roles. They are the premier early recon unit, able to watch for enemy movement. They are the only air unit able to spot submarines, which gives a reason to keep a few around if the enemy is using subs. Last, but most important, they upgrade to fighters. You can get your airforce jump-started this way, having a large air combat force as soon as you get flight.
Antitanks rock if the enemy has tanks and you don't. They are quite cheap in any case, but Mech Infantry effectively obsoletes them. I don't build them just to build them, but there are games where I must counter enemy tanks and don't have an alternative. They are good for the AI to build for that reason.
Guided missiles are especially useful to take down enemy invasion fleets. They can sink ships, which no other air unit can do. They're also useful (and cheap enough) on subs or missile cruisers to blast key resources in the opening of an intercontinental war, where you can't base air units within range.
Paratroopers are just cool once you know how to use them. In the Tank era, infantry can't keep up, but the paras can. Drop them on your tank positions to offer defense. A para with terrain promos can make it hard for the enemy to hurt your invading stacks, and also, you can hold the good forested hills for your own defense. They also can reinforce a newly taken city, more than the one airlift could do. A large force of them can tie down a lot of enemies, making invasions easier.
Almost never is always situational. I don't need explorers unless I need to explore, but in a new world map environment I do need them. Ironclads are much better defenders against a larger enemy frigate navy than building more frigates, and are also better in a close blockade environment because they'll survive a single frigate attack. If I'm not fighting at sea and can wait for combustion, they're useless, but what if my opponent's attack early?