With the Rhodoks, probably better to play as a horseman, since the Rhodoks have no cavalry. As a horseman you can chase down fleeing enemies and, in a pinch, skirmish with the enemy to buy your men more time to get in position.
And yes, you should always invest in both riding and athletics, even as a horseman - so that you're not a sitting duck if your horse dies under you.
Polearms are, imo, not very good for personal combat, though it's devastating in a formation. I am personally inordinately fond of the great bardiche.