I have this building, Stables, that gives free experience to Mounted units trained in the city. It becomes available with Horse Riding, and I would like it to become obsolete with Steam Power. Is this possible under existing rules, or would I need to fiddle with the SDK?

That's simple.
In the buildingInfos file change this line in your building entry from this:

<ObsoleteTech>NONE</ObsoleteTech>


To this:

<ObsoleteTech>TECH_STEAM_POWER</ObsoleteTech>


Assuming the tech is named TECH_STEAM_POWER

Fantastic, cheers

Humm that building sounds suspiciosly familiar :D

Gnart made a very nice stable building in his mod,
http://forums.civfanatics.com/showthread.php?t=171926
you could snag that up and modify the XML to give it the cost/effects you like.