It's all a matter of application, really. Zombies in semi-watery environments like a swamp are wonderful; not having to breathe but still having enough mass to slog around without difficulty. Skeletons are nice because they travel well, and they're easier to bury. Just have 'em dig themselves down 6 feet, cover with dirt and relinquish control - voila! Instant undea Pick-Me-Up for later on when you need 'em.
Skeletal Centaurs, already mentioned, are fun both as lancers and archers.
Skeletal Ogres in armor are a treat.
And, as a personal favorite of mine: take a zombie, hollow out its chest cavity, fill it with plague rats, then sew it back up. When your enemies go to strike it down, the stitching pops open spilling its contents like an infectious pinata of woe.