My best friend used to play Rohan all-cav competitively in WotR, he now switched to Gondor all-cav, but the following things you should know about any all-cav army:
- Get as many lances as possible (In Rohan's case that means get as many Royal Knights as possible - they are common and only 5 points more expensive than Riders of Rohan, but they are basically the Rohan equivalent of Mordor's Morannon Orcs)
- Get as many formations, while keeping a balanced store of Might and having at least 1 Epic hero per formation (in 1500 points I'd say get 5-6 formations of 4-5 companies, each with an epic hero - they are sooooo cheap in Rohan, you can afford to have at least 5)
- Banners... lol? Pointless to take them, because 1 Banner = 1 company and if you want 5 formations, that's a free extra formation you could have. Add that to the fact that if you know what you're doing with an all-cav army, you should never be in a situation where you need more than 3+ to charge your enemy (usually 2+ is preferable) so you might aswell use your Epic's Might to boost that 1 result (and if you don't roll 1, you still have plenty of Might for other things).
- Musicians... same thing - pointless because you move far enough every turn and the table is small proportionally (at the double obviously is enough - therefore again epic Heroes)
- Captains... yay 50 points for a Captain or 75 for Erkenbrand - you know the answer.
- Fortunes: Palantir (if you're ever taking a fate/fortune with an all-cav army, it should always be either Palantir, because it allows you priority choice of going last when you need to position yourself far enough from enemy to always ensure charging without counter-charge, or going 1st when you're both low on Might or you don't have space to reposition; or another good fate is Desperate Heroics, because you'll be using so many Epic Heroes)
- Did I say that Riders of Rohan are sooooooooooo much worse than Royal Knights? Unfortunately that leads into a very expensive army, unless you're good with converting
GW did a pretty good job in ensuring that a Riders of Rohan force is weak competitively, while for 5 points more per company Royal Knights rock and are equivalent money wise 1 into 6 Riders :/
Tactics-wise everything depends on priority, but:
- Ensure you charge and don't get countercharged
- Epic Heroes = Duels and use of Epic actions (especially Epic Charge).
Army selection:
Theoden
Eomer
Erkenbrand
Theodred
Allied Boromir
(590 in heroes)
4x Royal Knights (140)
4x Royal Knights (140)
4x Royal Knights (140)
4x Royal Knights (140)
(560 in Units), so you still have 100 points free for the 1250 list - spend it on either Palantir, or Deorwine (for Epic Sacrifice, see later) with Desperate Heroics.
18 Might, Eomer and Boromir are meant to take out enemy Epics with Epic Strike + Duels.
- In case a formation will potentially be in trouble (ie. you know you're getting charged and probably killed) - Theodred and Theoden with Epic Sacrfice, so you shouldn't worry.
- Theoden's Touched by Destiny ensures you get F7 formation whenever you charge (against Morannons or Orcs if you get 4 companies in, that's 48 attacks, meaning average of 24 Orcs or 16 morannons dead before they get to strike - and if your opponent had 4 companies of Morannons total, that leaves him with 16 strikes back which will kill on average 2-3 Knights).
- Eomer's Epic Rage means that if you're positive that your million S6 +1 attacks will kill the formation, it's a no-brainer to call
I know it's still going to be tough playing against most forces, but at the point when you master useage of Epic Heroes, the games should be going quite smoothly for you. You will however be taking a long and difficult path.
I hope that helps and I accept that not everything might be entirely correct, depending on playtesting and certain situations, but generally that's what I've found after many battles against all-cav forces.