Hi !
Undead have a lot of very nice units and many viable builds, it will depend on what models you have and what kind of army you want to do.
Note that even when you find an unit that is effective, spamming it is usually not a very good idea, it's more important that you have a balanced army with units able to fulfill various roles.
For exemple soul reavers (vampire cavalry) are among the more powerful cavalry units in the game and they *are* very effective, with lots of powerful attacks, mobility, very good defense, and able to heal damage thanks to life leech,
But they are also very expensive, a regiment will cost you almost as much as a hero on dragon !
That's why even if you try them and find a regiment or soul reaver to be your mvp, taking another might be an error, as you will get disminishing returns and have a harder time getting your points backs from both units.
Usually it's a good idea to think of what main role you want to give to each unit, and take the one that can do it effectively for the optimal cost.
So instead of a second soul revear regiment for example, you might simply use a soul reaver troop or a revenant cavalry regiment instead that might be enought to serve as a support for the first one.
In a similar way, undead also have nice lighter mobile units with wraiths and werewolves, and a werewolf horde can also serve a similar role to heavy cavalry while a regiment will usually be used like a sort of elite light/medium cavalry.
Wraith are often taken as troop to serve as war engine and
hero hunters as they are flying and have a very good defense, and they can also serve to thrathen flank and rear charges.
Well, I could continue, but the point is not going over the whole army list, you have to think of your army composition and general strategy first and draft a first list that will serve as a base where we might be able to provide suggestions for improvments.
I suggest however that you start by reading those two guides that I wrote on warseer :
Various use off Surge (as an undead players, thiose will be very useful) :
http://www.warseer.com/forums/showthread.php?419052-How-to-use-Surge
General ideas for building your army in
KoW :
http://www.warseer.com/forums/showthread.php?419097-How-to-build-an-effective-kings-of-War-army
The second article is more subjective and represent just one philosophy to build an army so don't take it as pure gospel, but it should give you a good base to start.