Unsullied battle tactics involve legions or at least large groups of them fighting in lock-step phalanxes using spear and shield, though they are also trained to use shortswords for close-quarters combat. Slave-eunuchs who have been trained from birth to fight (their relentless training sometimes includes fighting each other to the death to give them real experience), the Unsullied are renowned for their utter discipline on the battlefield, both in their usage of incredibly coordinated large unit phalanx formations, and because they will never break in the face of overwhelming odds, even to the point of death. Even when fighting out of formation, they are formidable opponents, as shown when Grey Worm (supported by Ser Jorah Mormont and Daario Naharis) defeated dozens of Yunkish slave-soldiers.
Because they are eunuchs, the Unsullied will not succumb to bloodthirsty or sexual urges in the midst of battle; their actions will only go as far as what they have been ordered to do, and nothing more. The Unsullied also seem resistant to pain (or trained to ignore it completely), since one did not react when a Good Master sliced off one of his nipples; he instead thanked him for the opportunity to serve him. However, Unsullied do possess emotions and can show anger; when Mero insulted Daenerys, Grey Worm, her Unsullied commander, asked her (in Valyrian) if he could slice out the man's tongue for her.
Unsullied have exclusively been shown as elitely skilled melee fighters, and it is not known if any of them are archers. Unlike the Dothraki, however, they carry shields and wear light armor, making them less vulnerable to arrows. The Unsullied have also never been shown on horseback; they always travel long distances by foot, which conditions them and gives them tremendous stamina. Although excelling at field combat, defense and infiltration, Unsullied are less well-equipped and trained for siege; hence, Daenerys took the fortified city of Yunkai by trickery rather than a direct assault.
Daenerys offers one of her dragons in exchange for 8,000 Unsullied and the boys still in training. The offer is accepted.
Daenerys meets with the Good Masters in a large plaza holding the entire force of Unsullied. She delivers Drogon and is given a scourge that symbolizes ownership of the Unsullied. Now their master, she orders them to kill all the Good Masters, soldiers, and slave overseers, spare the children, and free any slaves they find. After the sacking of the city is complete, she grants them their freedom and asks if they will fight for her as free men. After a few moments, they unanimously acclaim Daenerys as their leader and join her on her march.
As the march of Daenerys' host continues, the Unsullied - at Daenerys' request - choose their officers, as well as their overall commander. They choose Grey Worm. Later, they assume formation (without being asked to do so) in order to intimidate the ambassador from Yunkai. Grey Worm later leads the infiltration team into Yunkai itself; followed by a small group of his men, they rapidly overwhelm the city. When the freed slaves pour out of the city and approach Daenerys, the Unsullied assume defensive positions, but she orders them to stand down and goes out among the people.
In the books
In the A Song of Ice and Fire novels, the Unsullied are trained in Astapor, one of the three major cities of Slaver's Bay. They begin their training at five years old, when their genitals are fully removed. They are also given a puppy to look after, and at the end of the first year they must strangle the puppy to death. If they refuse, they are culled from the trainees and killed. They train from dawn to dusk until they have mastered the shortsword, shield, and three lengths of spear. Only one in three survives the training regime. They are given a beverage called the "wine of courage", which over years numbs their body's ability to feel pain. Upon being given the spiked cap which is the symbol of their rank, they must go to the slave market, kill an infant slave before its mother and pay the slave owner for his loss.
Their training is utterly brutal, designed not only to train them for combat but to strip them of any empathy, individuality, or sense of self-worth, in order to create soldiers who are willing to sacrifice their own lives if so ordered. Unsullied do not have permanent names, instead choosing new names at random every day, which are written on pieces of paper and then drawn by lot from a jar. Even these temporary names tend to be demeaning descriptors such as "Grey Worm", etc.
The extremely harsh training regime results in warriors who are unemotional, numbed against pain, and ferociously disciplined. They never loot or rape, they will hold against superior numbers, and will take their own lives if ordered to.
Four hundred years ago, the Free City of Qohor was saved from destruction by an Unsullied regiment, the Three Thousand of Qohor, which held its line with very little support against repeated charges by a Dothraki khalasar numbering 30,000 riders; since the Dothraki disdain armored infantry, they never took the opportunity to send secondary attacks into the Unsullied flanks, which would have won them the battle. Although barely one-fifth of the Unsullied were left alive at the end of the battle, they had killed at least 12,000 Dothraki, leaving them with a kill ratio of over four-to-one and the Dothraki severely demoralized. As a result, the Dothraki respect the Unsullied as they do very few other warriors in the world; after the fighting ceased, all the defeated Dothraki passed before the remaining Unsullied and threw their cut braids at their feet. This is a very great compliment indeed, when one considers that the Dothraki usually hold non-mounted infantry in contempt.
Unsullied serve under their own officers and function as small private armies which can be bought and sold. However, they are not mercenaries but slave-soldiers: they don't choose who they serve, who they fight, or if they are ordered to their deaths.
Though they are ferocious warriors, the Unsullied can become lazy if their mettle is not tested in battle. In the Free Cities, where they are usually employed as household guards who see little action, they can go soft.
- Unsullied at A Wiki of Ice and Fire (MAJOR spoilers from the books)