I voted Musketeer, though it does have the (sole) redeeming feature of allowing a GA at (IMHO) the best time.
As an aside, I quite like the additional defense of the Cossack. Invariably I go to war when I get Military Tradition, and use the Cavs, Cossacks or Sipahis to try to take out one or two other civs. Because I'm attacking, and because of their movement, they always get well in advance of my defensive holding troops who are following up. As a result, when any counterattack comes, the defensive stat of the unit is brought into play, and the Cossack is just that bit tougher than the ordinary Cavalry. With more surviving, or just staying healthier, the attack an keep its momentum for longer.