Before I go to war I certainly try to have Iron and Horses connected to most of my cities, as well as two or more luxury goods, and have at least three barracks built. Actually, 90% of games, I like to get Sun Tzu before I fight an offensive war. Sun Tzu, and then Cavalry, Riders, or Cossacks. I love to swamp enemy cities with veteran mobile units.
I have gone to war with Horsemen and actually hunted down the French on a huge map and extincted them purely with horsemen. But that was only once.
And I just played my best game ever, and it was all Despot rush with the patch. I played on a 60% land tiny Pangea as the Iroquois, quickly cornered horses and iron, then homicide-built barracks followed by an endless stream of Mounted Warriors. I took over the whole world in 610 and scored 4,450 (regent level). Every city was size one because as soon as they were size two, out popped a veteran Mounted Warrior. And when I captured enemy workers, they knew they were going to the slaughterhouse to feed my Mounted Warrior needs. The game lasted an hour and a half, five hours before I was ready to go to bed...