It all depends on when you are deciding to attack. Age means alot in choosing what units you are going to bring to a battle. Typically though, armies will consist of a good mix of everything available. Also, your nation will make a huge influence on the units you build. Since RoN uses a ramping cost system, it is a good idea to have 2 or 3 infantry types, 2 or 3 cavalry types, etc.
Unlike other games, you really do need to bring siege along. I am not the expert in the number of cannons you need to bring along, but I think it really depends on the situation. Expect to need a lot of cannons for Mayan opponents, since it will take longer to knock down all of their stuff. Always have at least 3 with you.
Supply wagons are important too. If you are playing against the computer on easiest, you shouldn't need to worry about them too much unless you are against Russians. At Easy and above, the computer will research the attrition technologies which hurt your troops when you enter enemy territory. You should always have at least 2 wagons with an army, preferably 4. I use F1, F2, F3, and F4 to control each individual wagon.
Build a fort so you can get a few generals too. They aren't necessary for raiding, but they help your main army alot. Each of their abilities is great when used right. For now, bring about 4-5 generals with your army so you can employ all of their tactics in battle whenever you want. I typically bring 1 or 2 per group.
You should also have a few scouts with your infantry line. They can see stuff other units can't see, and they get abilities later in the game like sabotage and sniper.
As for when to attack, that is really your decision to make, but it is influenced greatly by your nation. Of course, you should also utilize your good unique units whenever possible.