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I think the most difficult choice is between the Monk and the Crusader. Both have the "Death Shroud" ability, their usefulness and movement range on the map are approximately the same. The Monk is ideal for defense, but he's also not bad in attack – usually, in my army, they get along well with Tier 3 Order units. Both the Crusader and the Monk are equally weak against Order armies: the first will be affected by slow, and the second will be defeated by forgetfulness. And blindness with hypnosis is just an added bonus! Against Nature, both are equally weak – the Crusaders will get stuck in the Quicksand, and Griffons/Phoenixes will quickly close the distance with the Monks, and the strong melee penalty will take effect. I usually choose Monks because it allows me to implement a "ranged" strategy (ballista-monk-angel). But the Crusaders' double strike is a devilishly tempting thing, especially under certain tactics...
It's also difficult to choose between the Behemoth and the Stormbird. The former moves like arthritic turtles, and the latter are just weak. Whichever I choose, I always regret making the mistake. Therefore, I try to rush as early as the first month so that I don't have to make a choice!