Yutterh,

Cretan suggests the Seleucids, and they certainly offer some good cav options. If you've mod-ed the game, the Macedonians also work well for this. I like mixing light lancers with Macedonian cavalry. Of course, post-Marian Roman factions offer you three different units of heavy cavalry for some serious stomping power. If you haven't tried this, try stocking up on equites just before the Marian reforms kick in. Equites are faster than your post-Marian heavy cavalry and will give you some pursuit capability.

Personally, I'm fond of the Carthaginians. Round shield and long shield cavalry, with elephants and sacred band heavy cav can give you a serious cav army. The combat casualties you suffer in round shields and long shields can easily be replaced in most cities once you get the cavalry stables built. So you can easily restock. Elephants and sacred band are a bit more problematic when it comes to restocking the unit after combat as not every city can recruit elephants and sacred band require the top of the line royal stables to recruit them, and those will only be found in 'huge' cities that have built out to royal stables on the building schedule.

My only problem with cataphracts is that they're a bit slow and have limited stamina. You can certainly break some infantry lines, but I wouldn't call them serious swarm material. But . . .that's just my opinion. To each his own.