1. Stronghold - they are truly unbeatable.
2. Fortress - runes are very powerful.
3. Necropolis - immune to mind control, blindness, and vampirism + other good bonuses.
4. Inferno - opening portals + mana drain, etc.
5. Academy - decent magic + artifacts for units.
6. Dungeon, Sylvan, and Haven. They are all roughly on the same level; it all depends on successful upgrades, artifacts, and skill in playing Heroes.