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On the same vein as this thread: http://www.dakkadakka.com/dakkaforum/posts/list/579777.page (Credit to Swastakowey)

Slight twist; instead of a unit you always take, what's a unit you rarely take, but always performs amazingly? Also why do you rarely take it then?

Personally, and I have no idea why, it's my sentinels (scouts with autos, or armored with plasmas). On paper, they're supposed to suck, but they always seem to cause such mayhem. In fact, the only reason I don't take em is because they're theoretically supposed to suck, and I take alternatives.

Seraphim.

Rarely taken because I like my Dominions better and pour a lot of points into Troops, but they are amazing.

My Thunderwolflord and TWC deathstar always does far better than is reasonable.
They never get focused on, usually only taking a bit of fire here or there... Until it's too late.
(I once got 8 victory points with my Wolf Lord by rolling that Warlord Trait which gives +1 VP for each character slain in a challenge. He killed 6 characters, got first blood, and Slay the Warlord.)

If a unit performs well, I tend to take it again. Here are the regular good'uns:

My Ironclad never fails to disappoint, and of his last outing took out the whole flank of a Tau army almost single-handed (AV13 is so nice on a CC walker)

My IG PCS with 4 flamers (I've got 3 of these squads) always do well, burning anything that breaks through to a crisp.

My Las/Plas Vanquisher is always reliable, taking on Tanks, MCs and heavy infantry. I'm huge fan of tank-on-tank duels, and that Vanquisher has taken on Railheads, other Vanquishers, Land Raiders and more.

As for the rarer but still reliable units:
Stormtroopers. I tend to leave them out below 1850 points due to the huge investment(as I take either 30 or none), but being able to drop 30 guys with AP3 weapons, 4+ saves, plasma coming out of their ears and rerollable DS behind enemy lines is awesome as hell and dangerously effective, changing the entire way the opponent has to fight by opening second front.

Ogryn: again, often left out becuse of the investment needed, when these guys do hit, they hit hard. I'll throw in a Primaris for some Biomancy buffs for a super-tough, super-killy unit.

Anything with a plasma gun or plasma pistol and power sword. They are the power of my infantry and I never go without them.

Good old flamer cultist, it's mainly luck to be honest, but if you can keep him out of line of sight, he rarely disappoints.

Grav-bikers with Shield eternal/Teeth of Terra Biker Master, sometimes with attached preciense Ordo Malleus Inquisitor in TDA with psycannon and Liber Heresius. Marvelous unit.

I rarely use Sentinels either, but when I do they stomp out 30 termagants and deal the last two wounds to a flyrant. I should use those more often...

Veiltek with 2 or 3 stormteks. Shroud thrown in for potential funsies. Stormtek with warrior squad in scythe. Guess thats the stormteks really...
Annihilation barges.
Wave serpents seem to ALWAYS succeed for eldar.
Vindicator - you buy it to distract firepower. If it doesn't distract firepower it kills things... lots of juicy things. If it does distract firepower it has done its job (unless one shotted).
Same thing with scarabs, 45pts to distract fire power/act as speed bumps. If they don't distract firepower they eat mech.
ADL (I know - not a unit).

I rarely take sentinels, because they're sentinels.

However, they always make their points back somehow.

I haven't tried in the latest edition, but two in older editions:

Stealth Suits and lots of Kroot.

In theory, the Stealth suit was 'inferior' to crisis suits and other options the Tau always had. I often took less than a full squad so I could put points into other things (I still took them quite often, just not as many as I otherwise would have). Invariably they were always one of the most reliable units, having killed through shear dice roles what the heavy firepower would achieve that took more manipulation or points to setup. Should have always run a 6 man squad of Stealth Suits.

Kroot were something I tended not to run, because I didn't have a lot of them, and in small numbers they weren't that good. I did have a game where I proxied about 80ish kroot, and they were suddenly spectacular (back when they had their various wood rules, and I either hid them in terrain or massed them up to provide a wall of bodies). The rest of my army had free reign of the entire field when I dropped that many on the table. It was awesome, and something I should have built for and done more often. To many cheap bodies with moderate firepower and moderate cc to chew through.