You want to read Baalz's guide for a good intro:
http://forum.shrapnelgames.com/showthread.php?t=41970
Thugs should be able to wipe out PD and small, mageless armies on their own or otherwise used several at a time against major opposition. SCs should be able to take on big armies alone. The archdevil might be borderline thug-SC territory, but an Ice Devil is certainly just a thug. Don't expect either to be massively effective.
Why aren't they as useful as you expect? Are they dying? Not killing enough troops?