My favourite cavalry in vanilla has always been La Tien Chi's Ancester Vessels with a W9 bless. Those guys really rock and give that cavalry feeling of a unstoppable charge that smashs anything in there way, rather like the Rohan cavalry charge in LoTRs Return of the King.
I have not really looked at CBM cavalry but those royal guard/serpent cataphracts look interesting, I will put it on my, 'to look into list'.
I like the graphics for Jomon cavalry, (the banners are nice, when you have a bunch of them) but they are not very effective on the battlefield or easily massed. Has CBM improved those or are we waiting for K.O.'s new Jomon in a future patch?