I usually build an army with my first leader, both for the heroic epic and the chance to build the military academy later. I also try to keep an army of all one type unit, usually offensive units (knights, cavalry, legion/immortals if that's who I am playing). I try to have an army lead my assault on major cities, as it can take out the toughest defender each turn without much risk. One advantage here, rather than 3 seperate knights/swordsmen attacking, is that the seperate units allow a chance for the defender to get promoted between attacks, or fall back and have a fresh attacker come forward. After I take out the toughest defender, other attacking units can usually take on the weaker ones. If not, wait a turn, and try it again (with more bombardment, if needed.) Also, in my last game as the Germans, Panzer Armies are awesome! You get the blitz ability for armies an age earlier, and they can slice through 2-3 riflemen a turn (I had a big tech edge over the AI, in fact some of Carthage's cities still had numidian mercenaries. They don't stand up long against an army of 4 Panzers!!). This was on Monarch.