Here's a breakdown of some of the new and old unit types from the YouTube page:
Zealot: Zealots are the standard infantry unit of the portoss from starcraft. Still equipped with a pair of glowing psionic blades for melee combat, the zealot will now charge the enemy to close distance with ranged units quicker than before.
Stalker: Stalkers are a new type of dark dragoon. They're fast moving and lightly armored with a powerful anti-air and anti-infantry weapon, but their secret weapon is there "blink" ability that will allow them to teleport anywhere in visual range in an instant
Immortal: A new type of heavy dragoon, the immortals will be equipped with a shield that activates only when hit by heavy weapons like siege tanks, making them excellent for assaulting heavily defended positions but weak against raiding parties with light weapons.
Observer: The invisible flying eyes of the Protoss are back. We can confirm they'll be in the game, but further details are shrouded in secrecy.
Colossus: True to it's name, the colossus is an enormous four-legged walker that rakes the ground with a heavy beam weapon. They will be extremely effective against small swarming units like zerglings or marines-their beams target one unit at a time, and instantly sweep to a new target when the first is destroyed. Using their long legs, they can step up and down ledges with ease.
Phoenix: When its standard fighter weapon wont do the job, the phoenix will be able to activate its overload ability to damage all enemy air units nearby, which also disables the phoenix itself for a few moments. If the overload doesn't demolish the enemy you'll be a sitting duck
Phase prism: .The new phase prism will act as both a troop transport and a mobile power pylon allowing you to restore functionality to a base when your pylons are destroyed by raiders or when you build away from your base. Combined with the warp-in tech. Youll be able to use them to crate and army anywhere on the map.
Warp ray: These flying weapons inflict additional damage the longer they fire on a single target as they bring as they bring more beams online, which will make them extremely powerful against large targets like battle cruisers and structures. Their focused fire makes them vulnerable against small anti-air units like marines.
High templar: The high templar is back and he'll bring his powerful psionic storm area attack with him. But he's gotten a handy new power he'll be able to create a force field to trap enemy units temporarily or create barriers. Blizzard testing has revealed some extremely effective bottlenecks tactics using him. The ability to say you can't go there anymore will be very powerful.
Dark templar: Just like in the first game the dark templar is a stealth unit that wreaks havoc to any force foolish enough to leave home without a detector. any new special abilities have yet to be revealed[Via Rbj's Blog]