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Imps, if I'm going for Pit Lords, and devils if I'm going for Pit Fiends. I think it's clear why: in the first case, it's infinite mana, and in the second, it's a combat-ready unit.
Demons are often new, but in some cases, they're old, because the old ones have a ton of defense, while the new ones have almost none.
New dogs, because 1 damage doesn't matter, but an attack range of six cells does.
When there aren't enough, I make new Succubi to reduce losses when breaking through and so on. When there are about fifty of them, I turn them into Demonesses.
I usually make new horses, because the damage bonus is more significant than the minus three to spirit. Spirit isn't that important here anyway.
I build different Pit Lords, as I like.
I don't get to devils, I defeat everyone even earlier, although leveling up can be useful in a duel or in the final battle, and teleportation can be used to pull my creatures out from under fire. They are equally useful.