Yes Shaman are excellent units, alas in some game you won't get enough of them until late in the game and sometimes until very late.
You can't compare Knight and Ancient Bear, the first are quite stronger. But if you have learned the Knight special attack through a warrior skill, then they become even stronger. You'll get infinite supply of Knight and Horseman later in the game.
There's one unit you should have since soon in the game and that can be useful even up to the point you reach, that's the Alchemist. They seem weak because of a too high Leadership cost but those are excellent anyway to use for minimizing number of death.
You'll find many more tactics through posts of this forum, check thread around Spells, usually people explain why they prefer a spell and what favorite tactic they use with it.
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