This is tough.
Between his Critical Blow and Unyielding abilities, and tactic cards, Stannis can function well in either a hammering role or an anivil’ing role, so ultimately I chose to place him in the Stag Knights. Here’s my thought process:
Though seemingly everyone agrees that this unit is overpriced, Stannis himself is a free attachment. While still not a great value compared to other units in the 7-9 point range, I feel Stannis’s abilities make the Stag Knights pretty workable without having to bank on their Unwavering Fury ability. 7 Critical Blow attack dice at all ranks hitting on a 3+ without having to worry about weakened tokens is pretty decent.
Now the 8 crit blow+sundering dice that the Sentinels get with him for 2 fewer points sounds more attractive, but here’s what you’re getting for the extra 2 points: consistency and endurance.
Stag Knights have a solid 5+ morale that Stannis’s abilities/cards can preserve. Then there’s “Oath of Duty”. It’s a great card for Stannis’s unit, but unfortunately requires the destruction of another. I would consider adding a 5-point unit to the army that’s faster than Wardens, whose job is to block the enemy and/or lure them out of position, hopefully do a little damage, and then die early, so that Oath of Duty can be attached to Stannis by mid-game, and isn’t wasted (Perhaps Stormcrows or Cutthroats would be good for this?).
You’ll end up with a 9 dice crit blow unit whose effectiveness can almost never be reduced. In fact, they will only get better as they take damage, unlike the Sentinels. Once you lose a rank, you’ll be adding sundering or vicious, and on top of that, you’re bound to have a few cards in your hand that will boost them even further. The unit just seems like it synergizes with the tactics deck better. It’s almost like some of the cards were drafted around this unit specifically. The designers clearly wanted them to be the star of the show, but the super high point cost has been turning people off.
While recognizing this, I’ve used them because they came in the set, are cool, and because I didn’t have any other units to sub. Deciding to place Stannis in the Stag Knights artificially made their cost palatable, but more importantly, made them really fun to play. They were my last unit on the board game 1, and with no unit left to compete with for tactics cards, they became an unyielding powerhouse of a unit, that was going to go down swinging hard on its own terms. Isn’t that exactly what the unit, the faction, and Stannis, are collectively all about?