In the Gathering Storm expansion, the Immortal requires 10 Iron to train.
- Higher Production cost (100 vs. 90).
- Lower Combat Strength (30 vs. 36).
- Can make melee and ranged attacks.
The Immortal is an anomaly: in spite of being a melee unit and following the appropriate promotion table, it is essentially an Archer with twice the normal Combat Strength and the ability to capture cities. Being able to pelt enemies with arrows from a distance while having the resilience to defend itself against attacks allows the Immortal to quickly and safely gain XP and levels, and groups of them can chip away at cities until they're ripe for the taking. Later on, when the Persians have researched Gunpowder and secured a source of Niter, they can upgrade their Immortals to Musketmen and have a powerful force of melee units at their disposal.
Of course, the lack of a strong melee unit in the Classical and early Renaissance Eras will be a problem. This can be remedied by using Horsemen as frontline units until the Pikeman becomes available. Be wary that even Pikemen will be weaker against enemy melee units (due to the hidden bonus vs. anti-cavalry, which will bring a Swordsman's CS to 46 against 41 for the Pikeman), but you can work around that by selecting an appropriate promotion (Thrust or Schiltron) for your Pikemen. And of course, the Knight can ensure battlefield superiority as well.
Note that, by default, the Immortal attacks in melee. This matters because the right-click attack shortcut will trigger a melee attack instead of a ranged shot (as it does for ranged units). If you want your Immortal to shoot the target instead of approaching and attacking it in melee, you should explicitly give a ranged strike command, and not right-click!
The elite heavy infantry of the ancient Persian Empire has a fearsome reputation, but much that is known of them comes from the writings of Herodotus, whose accounts were widely read but not necessarily accurate. For example, the very name by which they are known—the Immortals—was of Greek origin, not Persian.
According to Herodotus, they were said to maintain a force of exactly 10,000 soldiers who, upon injury or death, were immediately replaced so they would never be anything less than full strength. As elite troops they were afforded special luxuries, such as their own food kept separately from the rest of the army. Their clothes were vibrant, covering coats made of armored metal scales, and they carried a variety of armaments such as short spears, swords, and powerful bows. Whatever their actual disposition, they were respected (and feared) by their contemporaries.