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As long as its not based on light infantry, it seems to do ok - or at least, morale, general's ability, terrain, province ownership, technology all seem to part a bigger factor.
always good to have some flanking units (cav)
For pure siege armies you can build light infantry and donkies.
Armies that you supply to governors can be whatever you scrounge. Siege armies can be light as well, but if you have to swing them into a real battle you could get mauled.
Now that we have donkeys, I don't feel light infantry siege armies to be worth it anymore- maybe in the very early game when money and resources aren't available.
As others have stated heavy infantry make a great backbone for your main fighting forces. I like to use anti archer units in the center as the ai likes to put archers there. When playing tribal or in India, I've been experimenting even using chariots in the middle, and it seems to do well enough.
If you absolutely can't get Iron, just use some heavy cavalry with light cav/horse archers/camels on the flanks, and add some light cav to boost cheaper numbers if you have to--with donkeys they siege just fine, but you won't be able to assault forts with pure cavalry.
All that being said, my favorite unit is light cavalry. unless you are facing a ton of heavy infantry, pure light cav armies absolutely wreck the ai. Plus they are so fast that you can catch slower armies out of position, or quickly siege down unfortified cities.
Having some light armies (especially rearguard) is not a bad idea because it will save lot of money, and food in desert areas (because it's too low production)
Some tactics even ok mixing heavy and light infantry.
And to make really use of it, your frontline must be longer than the enemies, so your core army (in my case heavy infantry, as I was playing with greek traditions) must already be big enough to face all enemy units 1v1.
I ended up with 18 Heavy Infantry and 6 light cavalry and 3 donkeys, so to never get attrition from starving even after three long sieges in a row.
Later in the game, when I started having problems to hire enough good (X+) generals, I merged two of those 27-stacks to 54-stacks, to save on generals.
If your individual armies are too small, you always need to be vigilant to keep two or three in close proximity, so that a suddenly united enemy stack won't drive you off and you lose months of sieging progress. - If you have a 54k stack sitting on a siege, that might seem like a great waste, but then you can afford to have the mobile arms of your army carpet-siege further away, and if you have real good general on your siege, you're almost never in need to retreat and give up on the progress.
Because of the movement-restricting nature of uncaptured fortresses and the usual size of provinces, your central stack needs to be able to hold out long enough in a fight, until you bring the two (or three) "mobile" arms of your force back in to help out from two (or sometimes even three) territories away.
Of course in the beginning of the game your stacks will be smaller, but that is what I ended up with in mid-to-late-game.
In cases, where you use Mercenaries attached for their good generals, you might consider going with less of your core stacks, as they bring often quite sizeable units of their own. I usually try to hire the best Mercenary-General from the region I am attacking. just so that the enemy won't hire him. And always keep some money in the bank, so that you can try bribing enemy mercs to change sides, which costs quite some money, but sometimes can save you the annoyance of diverting from your original plans (- which usually are to get enough warscore to complete your objective as fast as you can).
Whatever is strong for your country on the center
It's not very complicated if you follow those 2 basic rules.
HInf, HArcher, or Elephants have the strongest base stats in the game, but Barbarians (and others) can get such huge bonuses for Archers, LInf, or Chariots; that those become better for them than HInf, and/or Elephants. Except for HArcher, HArchers are OP.
Edit
Oh, and Chariots used to be trashy mctrash trash on release, but after nerfs to LInf, Archers, and a few buffs to Chariots they are perfectly good.