Personally, I like Equites Campanici and Leuce Epos/Curepos for auxiliary/support cavalry and find them alright. They can pepper the enemy troops with javelins and can charge home with alt-right click if you want to break the enemy (nothing like a few showers of javelins into the back of an engaged enemy, followed up by a charge or two).

Also, I've always found Equites Consulares up to their job. Their not the best FM/heavy cavalry unit around, but can make those charges into the backs and flanks of enemy units and/or engage the enemy mêlée cavalry.