
A short disclaimer before we start:
I am NOT claiming these are the "best" (if such a thing exist) units, it's simply the units I LIKE and ENJOY the most!
Infantry:
Grenadier - I used to prefer Pioniere but I now go with Grenadiers since I always seem to get much better results with them. Available from 1.1.1940 and is incredibly useful all the way to the end. Becomes even meaner if upgraded to Grenadier 43.
Honorable mentions to Gebirgsjäger who are very useful early in the war with their great mobility and no need for a transport.
Tanks:
Tiger II - Expensive, slow and always seem to run out of fuel but in defensive scenarios (which there are a lot of in GC44-45) it is a beast. It really packs a punch and I always breathe a sign of relief when it becomes available.
Honorable mentions to Panzer II Flamm which is an amazing Infantry killer in 1941-1942 and one of my must-have-units in the Stalingrad scenarios but becomes obsolete very quickly. Also Panzer IIIN which is a very nice, versatile tank which can even operate in rough terrain and cities.
Recon:
SdKfz 222 - I rarely get the same emotional attachment to recon units and consider them quite expendable but still, they are very useful. If I have to pick one though I guess it would be SdKfz 222 since it is what you start with in 1939 and it is nice to be able to bring it with you to Operation Barbarossa where it usually gets killed…

Honorable mentions to SdKfz 231 6Rad because that’s what I buy when SdKfz 222 gets killed

Anti-Tank:
Elefant - See Tiger II above.
Honorable mentions to StuG IIIF which becomes available at a time when the German armor is struggling.
Artillery:
StuG IIIB - What? A +1 range artillery unit? Well, I just love StuG IIIB and always buy them as soon as they become available. They are always in the thick of the action, protecting tanks and infantry in front of them and sometimes also going on the offensive. Becomes even more useful in an offensive capacity with a +1 range hero. Usually gets upgraded to StuH 42 and later Brummbär.
Honorable mentions to Sturmpanzer which is my early go-to artillery as well as Wurfrahmen 40 which is incredibly useful but high in maintenance both on and off the battlefield.
Anti-air:
SdKfz 7/2 - I know I “should” say 8.8cm FlaK 36 and I “know” it is the better unit but I always struggle with towed units. SdKfz 7/2 is very unspectacular and not super effective but since it is self-propelled I find it quite useful since it can move move with the battlegroups and protect everything around it.
Honorable mentions to 8.8cm FlaK 36. Awesome both as anti-aircraft and as a tank killer in GC40 but I don't really know how to use it properly.
Fighters:
Fw 190A - It comes at the perfect time when the Bf 109 starts struggling against the waves of enemy fighters. An awesome fighter which is also quite useful for strafing.
Honorable mentions to Bf 109E which rules the skies in GC39-40 and Me 262A which is a real, late war, wunderwaffe.
Tactical bombers:
Ju 87D - It is difficult to pick just one Stuka since I use and love them all. Ju 87B and Ju 87R are the early versions which play a huge role in GC39-40 while Ju 87G is an amazing tank killer but only available from Kursk and onwards. So if I have to pick one version it would have to be Ju 87D because of its longevity being the best Stuka available from the fall of 1941 up until Kursk in mid 1943.
Honorable mentions to all versions of Bf 110 (and Me 410A) which are great for recon, finishing of weakened fighters, bombers as well as doing a decent job against tanks, trucks and transports. A more versatile unit than Stukas but considering the amounts of kills the Stukas add up they edge this one.
Strategic bombers:
Ju 88A - I don’t use strategic bombers for more than anti-shipping so I don’t really have a favourite but Ju 88A is a great bomber for the prestige it costs.
Honorable mentions to He 177A which is obviously the superior bomber but since it does not become available until 2.4.1942 I don’t find it so useful since there are not many anti-shipping scenarios around then if you play the GC Eastern route.
That's my list. Would be great to hear other people's thoughts!