I have got some decent experience with gondor cavalry, but first off may i recomend getting the cirion and madril blister, they are pretty useful replacements for captains of men. And try to purchase/convert a hornblower or two. If you don't know the stats for hornblowers (their in white dwarf) they cost 20 points and boost the courage of all models on the field by 1 provided there is one or more hornblower on the field
Anyway here are tactics for 6-8 man groups of cavalry (what i use).
First off play it safe, you don't want to lose you're most potentially violent models by being arrogant. Lead you're cavalry with a hero, the more the cavalry the stronger the hero. Don't use you're main leader but a relatively resilient hero (i use a king of men with heavy armour and sheild), incase things get messy so he will hold out long enough for backup. An essential rule is DO NOT GET CHARGED, make sure you get the charge on the enemy, don't waste a heroes might on winning fights and wounding, no matter how tempting, use a heroic move to pull the cavalry out of the combat zone before the enemy can charge you back (or, depending on what is against you, charge the enemy). If you are being harrased by archers, use the cavalry on the enemy archers, but don't underestimate an archer in combat, he still has a sword. If you're foe decides to split his army up, go for the smallest groups first, generic heroes (goblin caaptains, orc taskmaster's etc) can be killed by a decent cavalry charge early on in the game.
Models to be aware of:
Heroes (obviously): make sure to kill them in the initial charge if possible, by that i am reffering to small heroes cos if not, they heroic move you when you try to charge.
Radagast: Stay away, he can panic steed which can pick off you're key models relatively easily.
Gothmog (or anyone with master of battle): Master of battle means he can copy you're heroic actions, so if you try to heroic move out of trouble he can just outdo you.
uruk hai pike formations, they can equal your number of attacks even when you charge and have a higher strength and each soldier equals the fight value of a standard captain.
If you are facing a large formation a dream plan would be to charge the front with you're infantry and try to charge th back with cavalry, also, if you section off you're archers, charge them in aswell, alot of people underestimate archers in combat.