Haunter armies are... Well, a threat. If you haven't got good ini and good movement, the haunter himself can turn you to shreds . A good mass curse makes for really painful hits from the rest of creatures 
As for shrills, I actually hate fire and air the most. Water and earth are just a matter of slowly engaging and managing your weak units (taking them away before they die, etc); but fire can hurt a lot and air is definitely awful when you still have weak units.
I, however, don't find maul units that very hard. While it is true that their maul can get really lucky, most of the time, if you make sure you only leave one unit close to them (the one with highest dodge), you can be almost sure it is going to be barely more than one single hit, two tops.
Dragons, however, I do not find needing smaller dragons along. But I usually have armies of glass cannons (my sov tends to be mage, for instance), and their breath can wipe out an army in no time. Hell, I've had experiences of a dragon eating up in turn 1 my defender (with the fire res. trait), leaving the normal units to "tank"
Their breath is really dangerous... I end up always trying to summon something close to see if they decide to use it against THAT unit (in which case, the mass summoning of skeletons is just awesome!).
The ones I really see underated are the panthers. They are medium only technically: with their counterattacks and their initiative, you can be torn to shreds in a matter of minutes. Against them, spears are SO worth it 