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In the second week, Furies are covered either by Hydras or Raiders, and this is already a breakthrough against guards consisting of units of levels 5-7, and even then, it's often possible to do it with just Stalkers (if the hero is Leto). I build Minotaurs in the 4th week, if I have time.
I forgot to mention Minotaurs; they really don't have much use. It's more important to build Riders so that there's something to block the neutral archers. After that, Hydras play a much more effective role in covering the Furies, if there's a real need for it. You can start with Hydras and then build Riders, but the first option is still preferable. Shogun is absolutely right; sometimes, Stalkers are enough, and it's not even necessary for Leto to be the hero.