For units used in practically every theatre, the Naval Brigade wins hands down. Very similar uniforms by most nations and fought all over the world.
For versatile figures, I'd go with North Stars new South Africa Company and Pioneer Corps. A good generic, yet period suitable uniform (or lack of) that could be used as irregulars in a variety of locations and by pretty much everybody. The guys with pistols would make good officers for a Force Publique army for example.