I haven't played all the Civs yet but I've played against them all and have an opinion
I've grouped most of the UU's into 3 categories in my thinking:
Useless. There are 3 units which I feel are largely useless, most people here seem to agree:
F-15 (America)
Man-O-War (England)
Musketeer (France)
The Musketeers are more useful than the other two I guess. But they have a blocked upgrade path (see next group) so I think they are actually worse than having no UU at all.
Can't upgrade. These 4 units include some of the most powerful in the game I think. But, each of them causes a major problem by blocking the upgrade path. Three of them replace Knights and Horsemen can't be upgraded to them. One replaces Cavalry and Knights can't be upgraded. In all of these cases, for my style of play, I'd rather not have the UU at all than have this liability! Great as some of these units are, I'd rather forgo the unit and be able to upgrade to Knights, sigh.
Rider (China)
War Elephant (India)
Samurai (Japan)
Cossack (Russia)
Of the above, I think the Rider is perhaps the best special unit in the game if it weren't for the upgrade problem. Samurai and Cossacks are also great. War Elephants don't seem very useful to me.
Too early. There are 7 units which I feel come too early in the game. Though some of them have great abilities, all of these, if their attack/defense advantages are used, will trigger a Golden Age long before I want one. (And, all arguments about whether one can have 2 GAs or not aside, if one can then it seems to be a bug and therefore an exploit. So I consider one to be my limit. That is all I've ever had anyway.) So, in all of these cases I'd almost rather not have a special unit than pay the price (too early a Golden Age.) It certainly offsets their advantages a lot.
Bowmen (Babylon)
War Chariot (Egypt)
Mounted Warrior (Iroquois)
Hoplites (Greece)
Immortals (Persia)
Legionary (Rome)
Impi (Zulu)
Of the above, I rather like the last 5, their abilities are all useful, they just have the Golden Age drawback. The first 2 (Bowmen and War Chariot) don't seem very useful to me.
That leaves 2 special cases:
Panzer (Germany): An awesome unit. I'd really like this one if it came earlier in the game. But by the time Tanks can be built, I figure I should pretty much have the game in hand if I'm going to win. So these guys come a bit late for my taste.
Jaguar Warrior (Aztecs): These also have the "too early" problem. But this isn't quite as bad a problem as in the other cases because they replace Warrior, and you can avoid ever fighting other Civs with Warriors. This doesn't cost much except forgoing any early opportunity to grab a poorly defended city - that's not an opportunity I count on getting anway. Jaguar Warriors have a plus in making the cheapest units at the start better explorers.
In summary, my overall opinion is that there isn't any UU I really want. It is a pity, some of them are very nice but the ones I like most have problems which offset their advantages.
With all things considered, my favorite is the Jaguar Warrior, because:
1) There isn't another one I like better.
2) The exploration bonus at the start is nice.
3) They are the Aztec UU and I really like Militaristic and Religious. I feel those are the strongest two abilities. (I'd put Industrious a close third.)
I'd feel differently about all this if there were a couple of small changes in the game. A change to make "Start your Golden Age now?" an option on winning with a UU would make many of the 7 units I blacklisted for that problem attractive again. A change to allow upgrading Horsemen to Knights (not even to the UU - it would be ok to have to build the UU separately) would make the blocked upgrade units more attractive.
