Imps/Devils – as mentioned above, Imps can steal mana and summon reinforcements. Devils can steal mana as much as they want and give it to Pit Lords. But here's the catch: Imps steal mana equal to four times their own number, while Devils steal mana equal to eight times their own number. So, if the battle takes place in the field, it's easy for the opponent to kill the Devils with archers or spells. But Imps steal mana, summon reinforcements, and can be used as melee units. However, if you have to defend your Castle and not much time has passed since the beginning of the game, then Devils are better.
Second level – no questions, upgrade. I generally divide them into two or three stacks before the battle with neutrals. One main stack, and two other stacks with one Demon each, to absorb attacks before the main stack jumps in.
Dogs – definitely the new ones. Their breath can be easily used against neutrals. And the -1 damage doesn't matter.
Demonesses/Temptresses. I don't know about this one. Both are useful (abilities), depending on the situation. Even against Necropolis, it's unclear which to choose because the new ones have immunity to mind control.
Fifth level – I'm more inclined towards the new ones. The old ones have +1 initiative, but less damage, and their ability is, in my opinion, almost useless.
Sixth level – against neutrals, the old ones; in the final battle, the new ones.
Archdevils/Demons – I'm more inclined towards the old ones. For the new ones to use their ability, the target must be completely within the Demon's movement range, and their range is small. Speed 6 at level 7 is not enough. But they are more durable. And if you upgrade Death Stride, storming enemy Castles will become a fun activity. And it's easier to use the ability of the old ones, and the enemy will probably not be happy that a decent number of Pit Lords appeared in the place where their horses were just killed, and it's a pain to fight summoned units.
God save us everyone
Will we burn inside the fires of a thousand suns...