Since cavalry is already very strong units I don't think they can be boosted without creating an imbalance. So how about a building that let's you upgrade other units, even heroes, into the cavalry line, while keeping their promotions?
I'm pretty sure in Orbis you can upgrade archers to mounted archers already. With so many mods, it's hard to say. Personally I wish you could upgrade certain units to things like griffin-riders if you have a captured wyvern in the same way a elephant can be upgraded to a war elephant. That being said, with the new way of using animals as a power-boost promotion, I think it's better to just use them that way. Saves on having to have lots of new unit animations.
Alternatively you got a sacred knightly order that provides bonuses just as the Haven does. Only this building grants bonuses based on the religions present in the city.
This is something that I was thinking about: different Knightly orders. Similar (but not exactly) like the Civ specific pagan temples, but you could have a certain number of Knightly Orders that would require you to build either a wonder or national wonder to be able to build these types of crusaders. Then all civs could have Crusaders, but only after they build the wonder for it. Now I'm not sure how you 'd want to work them being tied to a religion, a civic or maybe a combination of both.
Plus an idea is each Knightly Order has a Quest associated with it and if they complete the quest, they get some nice goody. If tied to a religion, only the player who first created the order could fulfill the quest for the prize.
Some ideas pulled out out of my behind:
Order of the Broken Wheel: Sort of based on the Sheaim ideal of destroying creation to get out of the pain of it. Creation is flawed and better to destroy all and start over. So their Crusaders would have the raider promotion as well as the ability to use the scorch spell. Maybe their quest would be to destroy the Order's Holy City or raise the AC by a certain amount (only their actions to raise the AC count)
Knights of the Grand Order: The 'basic' crusaders you get now from Order.
Order of the Green Knights: Wants to see Erebus restored to it's natural beauty. Act as raiders and can create forests. Their quest might be to destroy a certain amount of improvements and add X number of forest tiles.
Brotherhood of Man: Sort of a counter-reformation against the gods. have the inquisitorial promotion and when they take a city, all temples are destroyed. Perhaps could sacrifice themselves to build a "Academy of Man" which would give a

boost and maybe make that city more resistant to the works of missionaries.
Order of the Fighting Man: Believe in the whole Nietzsche thing about what doesn't kill you makes you stronger. Superb fighters but dangerous in peace time as they can become enraged and attack friend and foe alike.
Knights of the Red Fang: A Doviello sort of Order where each crusader unit is gifted with a random animal specialty at creation. Like the Order of the Green Knights, these guys would be into destroying towns and fields. Perhaps could also summon animals or create animal lairs depending on their promotion.
Legion of Stone: Sort of like legionnaires. Stout fighters, but also builders. Can build roads and perhaps could sacrifice themselves in a town to create certain buildings. If combat units can't be coded to also do worker actions, perhaps they have the ability, like the Doviello, to change into a specialty worker that can switch back and forth between combat unit and worker. It would be even spiffier if they automatically switched if a enemy unit came into range.
Servants of the Dragon: Affinity to fire and perhaps could act to spread the Cult of the Dragon (since they don't have missionaries) when they take a city. Tough and immune to fire.
Knights of the Beatific Templar: A day of doing good deeds is a good day indeed. Can generate a blast of culture like a watered down missionary and get a bonus fighting demons and undead and units of evil Civs.
Legion of the Damned: Life is pain! Leave it behind as embrace the life in death! Taking the idea of the Calabim vampirism, the Sidar shadow life and the way of the Scions, the Legion give up their life for power in death. They live to feed and all start with the cannibalistic trait and feed on life. Killing live units give them a temporary power boost and they aren't as expensive to maintain as other units.
Archers are even worse! They are already the most powerful unit line in Orbis.
I agree, in some respects you almost don't need siege engines anymore. Why buy them when you can just build lots of archers that can do double duty as garrison troops. You just pummel the hell out of a city with the archers before sending in the grunts. That and why build anything more than battering rams anymore? While you are hitting the defenders with your archers, your grunts all use their battering ram promotions you've built for them to attack the walls. In a turn or two, your golden. Plus while the battering ram is lost when the unit is killed, at least you don't have to worry about assassins taking them out. That an slowing down your line of advance.
Ships could use a boost. Perhaps something that gives them defensive strikes? Makes sense and favors the player that send out his ships in armadas. Or perhaps a monster slaying bonus? Means that the first one to build the wonder gets past the "sea monster barrier".
I like the idea of a defensive strike for certain types of ships. Due to the nature of ancient/medieval naval warfare, any ship moving to board/ram is probably going to take fire coming in prior to the attack.