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Yeah, someone was right about that. Hydras, of course, are decent, and in the fourth game, and even the third, they have good damage, capture ability, stats, retaliate, and they attack in groups. They seem like a real marvel of nature. But in reality, things turn out differently. Either the hydras don't get to take their turn, or they're already too late to do anything. And besides, you could use them to reach the enemy's side in one turn, just like knights with charge, rushing in and taking out whoever they can. There are exceptions, of course, at levels 6-7. So, forget about these worms. Or, if you've decided to use them instead of black dragons to take out three units at once, it's already too late, buddy, it won't help.
As for the sprites, yes, their stats might not be the most perfect, but they are one of the strongest and best ranged units in the game, and they have been throughout all the games. They have good damage, capture ability, a magic cloud, and overall, they're exactly what you need. And the inquisitors, like the monks in previous games, are just a strong, powerful unit. I just don't remember if they have a penalty in melee combat in the 5th game.
Djinn, as is their tradition, are incredibly slow. Apart from standing still and casting spells, I haven't seen them do anything else. Except for the spectacular magical transformation from a blue, smoky haze into an Indesit teapot, or Whirlpool, if they even have it.
Nightmares are also nasty, but that's when they're fighting against you and taking turns one after the other. But when they're on your side, who in their right mind would send level 5 units to be slaughtered on the enemy's side of the battlefield when you haven't even used succubi or pit lords (or whatever they're called in the fifth game, the lords of some anus)?
Unicorns are generally unremarkable; I've never encountered them, so they don't stand out in any particular way.