[Tolkien]

It really depends on the army you're facing.

Cavalry have good shock effect (through lances) and are heavily armored. They can be set on the flanks and scripted to Attack Rearmost so that they hit rear archers/commanders/mages, which isn't equipped to fight cavalry in melee.

You can use cavalry can be used as frontline troops, but they aren't that effective in that role: they can get swarmed by infantry. Infantry are 3 to a square, whereas cavalry are 2. They're too expensive as a meatshield, and cavalry are hideously vulnerable to crossbow or arbalest fire. Use shield infantry instead.