My historical favorite (from when I started playing) was the Timber Wolf. Four dice is good, and with two armor and 10 life... it was hard to dispute the value. Nowadays there are so many ways to deal with two armor that it's almost not worth the cost in my opinion.
I have two favorites these days, one new addition to the game, and one old standard:
1) Knight of the Red Helm: You can often arrange for it to have a five die attack, and it is a little more survivable with its three armor. The thing that really sets it off as special to me is its Psychic Immunity.
and
2) Grimson Deadeye, Sniper: Four dice all the way out to range three... enough said. He will need some support though to keep him alive since he will be a focus of your opponent's hate the moment he hits the arena.
The funny thing is that I don't have these in any of my current books... maybe it's time to put together a Warlord.