Mostly AFV fights?
I have fought and hacked my way so many games where there wasn't a single unit I could casually disregard as not worth something.
That small mortar might be the only reason your tank was able to get off a taunting shot that vexed the enemy armour unit to return fire so that the tank hunter infantry unit was able to close with and force the surrender of the tank you might have otherwise been unable to defeat in a shot vs shot contest.
I have had to sit and waste 2 precious turns waiting for the artillery to pound the heck out of a location so that my forces had a chance of closing with a defensive position so I could knock out an anti aircraft gun that was trashing my air support that was needed to strike at some defensive armour I couldn't take out.
This game requires you understand every single unit, because there isn't a single unit that has all encompassing superiority.
I see people complain about things like Tiger tanks for instance. Since gaming though, I have taken half as many prisoner as I have actually killed outright. And the damnable things break down too, so being the one with the Tiger tank is no reason to think you can just shoot the hell out of everything. They're slow moving too.
I have no favourite units, but, I must confess, having no artillery sucks very greatly. Your most prized items will often be a truck for your mortars and self propelled artillery pieces. I'd rather have a rocket equipped half track or a mortar carrying one than a Tiger tank. Bishops are also cool and Priests and M8 HMCs.
I have too many too complicated wargames, and not enough sufficiently interested non wargamer friends.