For me, the best style is to fight mounted with a lance against cavalry and an onehanded sword. And well you can't survive without a shield can you
. But for archery I don't like bows. If, I use only crossbows. Throwing weapons - newer.
My characters:
Buhadog - The best character, heavily armoured and armed with a lance and an sword. Of course mounted.
Dirty Hamster - Heavy armour, twohanded sword and a crossbow. Mounted.
Simon - Light armour, onehanded sword, shield and an spear. The only foot character.
For armies, I preffer horseman.