IMHO the definite worst is the portuguese UB ( I refuse to use the name that Firaxis gave to it because it is a complete nonsense ... it is worse than having VOC as the Dutch UB or the EIC as the British one ), and that is only because of one reason: it is a improvement of a very bad building , but not enough of a improvement to make it more than decent ( and yes, Customs houses are a bad building, even in archipelago, because they only give +100% to a thing that in regular instances is already multiplied by + 200 - 350% ... that is too little for the rough hammer equivalent of 1,5 rifles ) ... and having a one city Collosus by a hammer price that actually can be bigger than the Collosus one ...
P.S On the Dun: people really, really hate walls and castles

Dun, properly used, is a extremely useful UB ( in that sense is equivalent, as other poster said, to the NA UB ). The guerrilla promo line is a very useful one ( especially Guerilla III ) , btw ... definitely better that the effect of a bunch of other UB. And about the old talk that it doesn't give Guerrilla I to melee units: if you expected that of the Dun, you surely expect that the Viking UB gives navigation I to catapults, right?