Lazily playing the Ashen Empire in SP, rolling a 1000+ undead into a castle storming battle, and losing them all because the doorway was blocked with Crushers, the leaders eventually auto-routed and the undead dissolved was a harsh lesson: bring something to deal with the tough units.
Playing R'lyeh and watching as my single Vastness (the only one I got in that game, actually; and my summoner eventually reached 60+) was Controlled by an Arco Mystic on the mystic's first cast was also pretty harsh. The Vastness promptly routed the rest of my army.
Once in Dom I, I put together an Iron Dragon Squadron -- 24 Iron Dragons, led by a Gift-of-Reasoned Iron Dragon. Incredibly expensive, highly vulnerable to anti-magical-creature tactics, but rather comical to behold in battle -- 25 high-prot high-hp size-6 flying tramplers.
