Field Arty for anti-inf or crowd control, siege arty for anti-fortress, Frigate for normal naval use and inf depends on situation.
If fighting against common cav (light/heavy Cav + lancers), use line inf. Grenadiers are good when you have high disposable income and need to blitz through enemy cities/forts.
Militia and Riflemen are good for defending (choose either depending on economic situation). Elite light inf is good if you can afford an expensive defender and desperately need to withstand a siege of a major city.
Of course, if you have excessive and large amounts of resources, the bottom units are the best.
Light cav is best for mobility (specifically on plains).
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Note: Every unit has its unique trait that can be exploited depending on the situation. There is no "best unit", only most useful in a specific situation. The above is a rough guide, but only you can tell which is best for whatever situations you encounter.
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For example, I am playing as 1798 Portugal and have to withstand a naval siege of my easternmost ports in Iberia. My economic situation allows me to occasionally spawn an ironclad to defend till it dies and the occasional corvette to boost naval power. Here, ironclad is the best because it is affordable and has very high HP, good for holding a port under siege.
Corvettes are cheap units that are easily built, good for spawning en masse here.
