Use crappy troops in your saps though, sometimes the damn things collapse! I've lost a whole unit of Silver Shield Legionnaires doing this = not good
Peasants are superb sappers - it doesn't matter if they take casualties since they can't put up a fight anyway. Also watch your unit's stamina after they finish sapping - most of the time its at Winded or Tired, so they may need a break before you throw them into a fight.
As others say, saps are great for getting your cav into a settlement, but usually your missiles and infantry receive pretty frightening casualties from nearby towers (they may get massacred by epic stone walls and their missile projectiles). Try and control the gateway before bringing in the bulk of your army - use peasants or some low-cost unit to gain control of the walls (providing the enemy isn't heavily concentrated).
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