personally, infantry seems to be the best from what i can tell. i haven't seen an official description (or even a guide describing what to pick) however from my experience
infantry == weaker then the heavy infantry, but you get alot more of them
heavy infantry == stronger then the infantry, but you get so few of them that they get wiped out
pikeman == haven't used them yet, but they are spear carriers basically.
archers == good in theory, but damn are they dumb. even if you tell them to take a defensive position, they run right into the middle of battle and get themself killed