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In my opinion, the Rainbow artifact has a clear advantage. Because if you've found the Grail, you've most likely explored the entire map (the Sky Ship is no longer needed), and you have such a strong army that it's unlikely anyone will attack your castle (all the bonuses for garrison heroes are not that important). The goal is to strengthen the current hero. Therefore, obtaining all the spells for the Wizard is an excellent enhancement. In second place are the Soul Prison and God of Fire, as they allow you to strengthen the hero simply by brute force, increasing the army of weak units to over 9000. In third place is the Colossus, which provides +2 to Morale for all heroes, not just garrison heroes. It's an excellent replacement for Leadership or artifacts with Morale bonuses. All other bonuses for garrison heroes, in my opinion, are not as important.
However, the situation may be different if the map has other victory conditions. For example, finding an artifact that increases speed, in which case the Sky Ship can greatly simplify the search.