I'd say scythia is probably one of the best if not the best. Played a multiplayer game against her, and got absolutely wrecked by a player using her while I should've had a great advantage. I had perfect defensible terrain with mountain chokes and forested hills, I was playing pericles and could pump 1.5 hoplites every single turn, which should be a counter to horse spam, yet I still got completely outclassed. The constant healing of their units through a combination of their trait plus promotions is impossible to deal with on such high mobility units that don't actually do too bad of a job at defending.
With the long gaps between unit upgrades, a horseman + horse archer army will last well into the medieval so you can't really outtech them either, even if for a moment you may be ahead, prepare for healing knights with 3 upgrades, easily obtained by disbanding some horse archers for gold.