Yeah it is lovely to watch 6-7 knights totally flatten a group of enemy infantry with their great horses.

Right now I only have a Heavy Hunter as my horse (riding skill too low for chargers or war horses) but damn it is good. Fast, maneuverable, durable and a nice charge. But I truly expect the Spirited Charger to be the best... Have you noticed if there was any Heavy Charger? But for a true eastern style horse archer it would have to be the Spirited Steppe Horse or the Spirited Hunter, they are very fast and very maneuverable.

Personally I prefer to use my heavy crossbow with extra ammo in the inventory. But as a safeguard I have a thick steel shield and a balanced longsword for when enemy cavalry and infantry get too close. In my inventory I also carry a Great Lance, perfect for riding down the enemy.

So when out of ammo I change into a knight and go about killing the enemy in melee. Often by then the enemy has been depleted and dispersed making it easy to rip them apart with couched lance attacks.

SA... Be sure that you get to know the shield before you fight too many enemies. Keep it up when the enemy has ranged capabilities. When an enemy is within striking range, let him attack you first, then quickly drop the shieldstance and strike at him. He might parry but keep up the attack and he will not be able to strike back at you. If he keeps parrying, then halt and use the shield again.
It is wise use variety in the attack. Attack with swing from either side, then a stab and so on. Notice the arrows, they indicate to which side you will pull the weapon. This is very helpful on horseback where you need to see where the enemy is heading and thus choose the right side to swing the weapon.
But often relentless attacks often prevails.
Many enemies at once can be a problem, if that is the case, up with the shield and backpedal then use the same tactics as there will often only be one enemy within range of both your weapons.

Don't be afraid of horses. In the arena they are hard to control, but they aer lousy horses and you have no room. Better horses in the open are great and will grant you a good deal of ability. Bring a fair horse (a saddle horse is often good enough, but it must be at least 8 in speed) next time you go into battle against a weak enemy. Then you can practice attacks on enemies. But never rush into a fight and never charge into the center of a group. That is a perfect way to end up dead.