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Well first, we do not know Achilles actually existed. As for Alexander, he was more then willing to engage in the thick of the battle. That's one reason historians are always amazed he lived so long, as well as his famous horse Bucephalus. I think it is awesome that Alexander would charge in with his calvary.
TurQ has the gist of it though, the "people up on the wall" are not necessarily cowards; they are there to maintain order and discpline and to change tactics to adapt to the enemies manuevers. It's a necessary and often under-rated role considering the impact it can have on a battle. One of the reasons Alexander was such an amazing commander was because he was able to almost immediately comprehend any change in tactics by his enemies and then adapt to them despite not being "on the wall."
As for other Kings and Commanders, it really depends on the person as well as on the order and discpline of the army being commanded. Spartacus was most likely a "thick of the battle" commander, and as a gladiator, had been engaged in personal combat numerous times; while someone like Napolean was obviously an "on the wall" general. Either one is not necessarily better than the other, and as military battles have grown in numbers and the variety of units available has increased the need for the "on the wall" general has grown to a requirement for any battle or campaign.
That's just my two cents. I'm sure there are some people on here who know a lot more about military strategy, history, and command than me. Hope what I have helps.
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"I live, I burn with life, I love, I slay, and am content." -- Conan in "Queen of the Black Coast," REH.
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