I enjoy playing all Cavalry. Hussars for their incredible speed, allowing them to Harass the enemy and pick of arty and skirmishers. Cuirassier's because they are just tanks (or should be) and the French uniforms are amazing :3. Dragoons are loads of fun, as you get plenty of mounted action and skirmishing to boot. Lancers are probably the one's I like the least (I can thank MM for my hatred/fear of them), although being part Polish I have a soft spot for the Polish Lancers.
Plus generally cavalry have more elaborate uniforms and cooler headgear compared to the infantry and artillery, my favourite uniforms being: le 9e Régiment de Cuirassiers, die Totenkopfhusaren, and the 6th Inniskilling Dragoons.
I just plain ol' love cav in general, it's my favourite arm of every Napoleonic Army and that's why I joined the 19te's cav detachment!