I played the VI games as the Picts. Strategy more or less revolved around a couple of catapults, a couple of crossbows, a couple of Pict Cavalry, hordes of Highland Clansmen and a couple of Berserkers.

Mobs of +2 Valor Highland Clansmen (province bonus and mead hall) ran roughshod over just about everything witha decent commander. Cavalry was more for chasing Routers and running down archers than anything else in that campaign. I never produced Royal Bodyguards in that campaign but maybe I should try them. they are the only real heavy cavalry there is!