Back when it was revealed we could choose our General's retinue, I couldn't imagine using anything other than cavalry. However I've found the Veteran Legionnaires a much more valuable unit in battle, especially in the case where I'm recruiting from a province primarily fielding auxiliaries. Their only disadvantage is a lack of mobility to bolster morale elsewhere in the line.
This does tie in somewhat to the type of General you’re fielding, for example if I’m leading from the front my guy is going to have his Zeal trait boosted which allows the most aggressive battle abilities. A General leading from horseback is typically behind the lines and used in a different way, I put their points into Authority.
As for fleets, I just choose the biggest, baddest, vessel available.
What about you guys?