Kats are nice units, but all cavs are.
To avoid them try to dont let them flank ur units. And always dont attack them with just one unit or it will be rout easily. And also, units like feudal sargents are nice vs them.
Also, as nikita said, try to hold them and flank with other cav units (in my opinion, for flank from the back of the enemy, lights cavs are also nice and quickest units...)
However, they arent the best cav unit (kats), as lancers are.
Lancers are really a high problem. (normal, coz they are spanish... )