The exact value of strategic units isn't disclosed in the game anywhere, but as far as I can tell they have a relatively high value (ie you usually go up in power trading them for regular troops).  

The nightmare scout can destroy enemy scout units when you send them to scout a target, regular units don't.  

For infests your rewards are based on the troops you lose fighting them, so if you kill it with no losses you won't get any rewards back, although you can still score tournament points and get rewards from that.  Only the very low levels can be killed with no losses though.  The main point is to trade junk troops for better unit types.