I usually build character as someone that maxes charisma and agility, with looting, horseback riding and leadership as focus
troopwise if you don't struggle with money then all cavalry is strong assuming you don't need to siege castles, Falcon and Reich Des Drachen (light green and orange) had very easy troops to raise into heavy hitters, and if you can get your hands on bounty hunters they are also good. This usually focuses on horsemen that can capture enemy troops to earn you income.
Besides that try to complete all the quests that provide you with mythical weapons
For fun I like to get the npc leaders captured, like the Demon Lords or King Raflzakan, or the head of the elite troops of a country. The reason for this is if you fight whoever has them captured and free them you can recruit them into your party. They all become companions except for the Dreaded Nightmare, who can die, and they have insane stats. Marshall Iolach the Fiend comes with a lot of useful stats that are maxed out as well as having over 200 hp.