Well, most games I've played you settle into a grove, 5 units that are working well for you, and rarely changing it up. No loss or not, that's pretty much the same.
I still think the best army for 95% of a no-loss run is the dragon/archdemon army, since it is fast, brutal, and efficient. For those few fights where you need more finesse, just swap to something else. Since it relies more on 'not dying' then 'resurrecting everyone at the end' it gets a little less... menial.
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