Necrons.
Because they're the only ones I have the models for... I wouldn't mind coming back as a wraith, destoyer, or heavy destroyer. Heck, most scenarios are just 'hold out against the necrons' anyway, and you get to come back to life most of the time.
It's not like the C'tan want to hurt you either, they want to kill everyone else.
Wraith: Because they're pretty much ninjas, hard to hit, they get up close and SLICE SLICE SLICE.
Destroyer: Pretty much a grenadier that can hover.
Heavy Destroyer: Bigger gun, except now I sit back more with the Monolith that is pretty much rape on hover, 4 sets of little grenade-like guns, 1 big anti-vehicle gun, can teleport in troops, can fly.
We get saving throws most of the time to come back to life (or a tomb spyder re-assembles you if we w in) where luck can mean we are very hard to kill.
We never lose. We just retreat when our numbers are low. It's not a matter of can you lose, but when.