For me the bigger the shard, the easier it is for me to conquer it. On tiny and small shards, I'm often attacked by the enemy early, and I'm often helpless - they can use province guards, but I can't defeat them or use mine, and their heroes are usually stronger than mine, because I must spend some time exploring provinces instead of fighting to wait for my units to heal when I don't have a healer yet.
But when there is a longer period of peace at the beginning of the game, I have time to build up my hero properly, which usually becomes good enough to defeat enemy heroes. I'm using different types of heroes, not the same on every shard, I only haven't used wizards so far, because I'm waiting for higher level spell buildings to be available. Warriors are good at "soloing", Scouts at eliminating the enemy units quickly (but their equipment breaks quickly, so I need to keep some spare bows and arrows in the backpack), and Commanders at having large and strong armies.
As for rank 1 units, I'm mostly using Swordsmen, Pikemen and Crossbowmen, plus one Healer. Sometimes I try to upgrade my starting Militiaman to Spearman, sometimes I keep using the starting Slinger for the entire game. Instead of charging at the enemy, I prefer "turtling", slow and defensive units like Swordsmen and Pikemen are good at it.
I think it's best to have only one combat hero, so he gets lots of XP. When I have a second hero, I use it only for province exploration (so the first one has lots of places to go), not for combat.
Post edited December 19, 2012 by pawels-aow