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I agree, this belongs in the section for the third game, but definitely not here.
Regarding the topic: The best ability is "Warfare." If you max it out, you can save money on your army and spend all your funds on Immortals. Plus, grab any school of magic; ideally, Life, but Nature or Chaos works too. You can also choose a scouting ability, but it's not essential.
...Oh, wait, we're talking about the third game. Then the best ability is "Internet/Money," which allows you to buy the fourth game and enjoy it.