Vampire Lords rule if you have a large enough army of them. They aren't that strong, however, so the only edge they have is them draining life and resurrecting.
I always had the most success with Castle builds, simply the easiest to get things started. Debatably the hardest is Dungeon; the creatures are really expensive and the dwellings cost a lot too. Especially going from Red to Black Dragons costs you a fortune -- I'm forgetting the upgraded Behemoth Lair for the sake of my story