just to put in my 2 cents for review...
i had more or less the same experiences (except i usually never lose a horse), firearms are the prime and once you get the double-barreled pistol,you`re The Reaper himself, so i usually go with a broadsword,pistol/carbine and 2 bullets... they basically never hit me or the horse if i circle them fast enough and not too close... once it turns into a furball i grab a sword and whack them from behind
however,during sieges,the "oldschool" approach seems the best
once i got my very own handmade gear - black armor etc, the best way to win a siege attack for me is to grab a 2-hander,climb up and start mowing them down like wheat on a harvest... doesnt work exactly bad in defense either
then its like getting Power Armor in Fallout... most hits do 0 damage and my own attacks are lethal,despite the fact that my 2-h skill sucks compared to 1-h or firearms