Centaur and Centaur Captain
"Armed with sturdy spears and possessed of good speed and attack ratings, the centaur and centaur captains are perhaps the best basic foot soldier units in the game. While they are also the most expensive basic unit, their abilities and durability keep them useful for longer than most." RoE manual
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The Centaur Captain is considered to be the best level 1 unit regarding raw stats. The Centaur Captain has the second highest speed of all level 1 units with a speed rating of 8, right behind the Sprite's speed rating of 9. While two hex units are normally a liability later on, the Centaurs' bulkiness makes for excellent blocker units in the early game and during siege defense. Consider combining Centaurs with Wood Elves/Grand Elves for clearing out wandering creatures in your starting area.