Strength Requirements for best armor/firearms.

[cocodrylo]

If you're lucky you can find a Spirited Thoroughbred - 50 Speed (same as Courser) and 53 Maneuver (the best I've seen). It's good at Charging too. You don't tend to think about Maneuver, but this thing is really responsive. You can turn on a dime.

50 speed is also important to catch up with elite mounted units, which can be a pain even with a 48 speed thoroughbred, especially the Crimean horse troops.

 

[jackx]

Oh, you're less likely to get shot  if you move quickly, and I know that the bullets are rather slow, but unless you're hanging out away from the ifghting/away from any other potential target, you're still quite likely to get hit simply because someone will be shooting in your general direction. The shots most likely to hit you are actually the ones aimed at someone next to you that end up missing their intended target (since the AI is terribad at leading a moving target, as you mentioned).

In any case, Thoroughbreds are the best choice by far, if you're willing to invest in prefixes or not depends mostly on how likely your horse is to get crippled in action.
In my experience, they're not worth the trouble of specifically looking for them,  though if you have the cash to spare, you could always pick one up if you come across it, eventually building up a large enough pool of  reserves in case one gets damaged.