Second BronzeAge's post...although I haven't gone through those walkthroughs, I tend to use mounted units whenever I can. They have a mobility advantage to die for, and typically your enemy does not mass spearmen unless it is a UU. Counterattacking, pillaging, and city attacking after softening up with siege equipment are all typical uses for cavalry in my game.
I'll also use cavalry to hunt down enemy cavalry that try to pillage in my lands...sometimes, they manage to evade my spears by appearing on the frontiers, pillaging, and then running away before I can catch them.