Yeah, Rhinos seem to be the best surviving of the Elites. The two Bakiraka sorts, and Grenadiers (And Handgonners) are fragile as hell. And Iron Chain Knights, while good, aren't quite on the level of Rhinos. Rhinos on the other hand are brutal in melee or as cavalry.
That's why I like Pillager captains too. Lots of HP, good armor, and though they aren't cavalry, they're damned good archers too.