I really like the Keshik as well, but I have been is situations where I could not get them produced quick enough because of Horse scarcity.
I like a lot of the UU's that come later in the game such as the Musketeer, RedCoat (and the one I think is most unbalancing), the Cossack. But, I don't like playing a game just to wait around 5,000 years for a great UU.
I like that the Keshik gets a First Strike as well as the movement bonus.
I think the Fast Worker is a great UU because it's period of usefulness if as long as the game. It just takes a special type of player to take full advantage of what might just be the most overpowered UU (if used to fullest potential).
I prefer the UU's that aid early warmongering, rampant pillaging (to fill the treasury coffers), the capture of rival workers, and the occasional city sack.