It would be nice to see different breeds of horses, although I doubt it's going to happen.

Once again, being more familiar with the Russians, I know that the average Russian war horse was smaller than the Western standard, but had much better endurance (Apparently Russian soldiers could out-march Western horses )
Being able to pick out and supply different types of horses to different units (And, of course, different weapons), would be great. But far too complicated for the TW-style of game.