I am still liking my city site number 2, with the adjustment of moving it one tile north, with the plan of putting the Horse city one tile east of the horses.
The number 3 spot will require a border expansion in order to work the Horses, which will mean picking up Mysticism, making the Obelisk and waiting 10 turns. The site 2S of the Horses is also food poor. We could settle the tile 1E of the Horses for immediate access to the horses, and eventual access to the Stone and Rice.
The advantage to site 1E of the banana is that the gold will give us 3 hammer and 7 gold as well as 4 food from the Banana, with no border expansion. We will have the ability to work 2 hills in addition to the gold right away. The extra gold income will give us iron working for Swordsmen and to clear the jungle as well as adding a strong tile (assuming Iron is nearby). Horses will be nice for their long range capability, but with Copper I don't think they are as big a priority.
Please hold off playing until we reach a consensus on this very critical decision, and certainly critique my analysis since it is easy to overlook key factors and I have minimal AW experience.