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The Armageddon's Blade has an overpowered Conflux, the Breath of Death has an overpowered Necropolis, and in HOTA, everything is more or less balanced, although there are still some issues.
Fortress and Stronghold are rush-oriented castles; you can build their highest-level units as early as the first week, but they are among the weakest in the late game.
Inferno – if you're a beginner, forget about it; without proper use of demonology, it's terrible.
Necropolis – even though necromancy was halved in HOTA, it still has a great feature: you can assemble the Undead King set and raise liches instead of skeletons.
Dungeon – all the troops are either ranged or flying; there are also dragonlings that are immune to magic, which are good with a warrior hero, as level 7 units cannot be buffed or healed.
Rampart is the tankiest castle; in an open field, it is one of the strongest.
Castle – Archangels and the Clone spell work great together; each turn, you can resurrect 100 HP for each Archangel.
Tower – the only castle with three ranged units, including the highest level; it works well with Cursed Armor to shoot down slowed enemies even before the battle begins.
Conflux – elementals are weak, but fairies and phoenixes are strong, and they are the fastest at their level. In HOTA, the overpowered phoenix growth of 4 per week was reduced to three, and it ceased to be overpowered, but remained a simply strong castle.
Personally, my favorite is the Tower