I tend to go for units that are about 40-45 infantry in size, with 4 MGs and 2-4 mortars, 2-3 gun types, and of course horses for the guns.
I try not to get over a certain size, cause if you do, you run negative effects when attacking and are overstacked.
As for artillery I do as twotribes does as well. Tanks are tough, they vary a lot from country to country, and their power points are very different from major to major. I do prefer however to split them up so that they all have the same movement type.
I used to do smaller 5 aircraft pr. counter of air. I find that I am now doing 6-8 and that seems to be better.
Just like Armoured Lion I compress the units some to start up, to free up PPs as well as get units that I think will hold up better against opposing units.
Also, when I think units are too small, later in the game, I merge them. This is especially true for units that I think will die anyway, usually that will be when they are surrounded. Also, disbanding the horses and other transport units will go a bit of a way, when it comes to nations that become starved on manpower.