In my experience, I have chosen a +3 Courser and a +3 Great Lance for my cavalry, while being completely spec'd into being a 1h shielder.
Works wonders in being maneuverable, anti-infantry, and counter-cavalry while on horseback. If you are ever de-horsed you are still an able fighter with great offensive and defensive capability. Being able to be effective as infantry once being forced from horseback is a great attribute to the way I build cavalry.
Remember this is for a great lancer 1h shielder build. You must be very patient with this build as you attain the riding required at lvl 30. Purely my own style. I invite you to try it if you like:
- 12 str 24 agi
- skill to attribute: 2 skill points for 1 att to be put into agi (later when you reach lvl 30 for the 8th riding[hence patient build])
- 4 IF 4 PS
- 8 Shield 8 Ride 5 Ath
- All WPF into 1h as you do not need proficiency in polearm for use of the GL.
It seems crazy to build this way, but I have done this for over 7 generations. Not to shabby. I can amass many horse and rider kills as I am quick and maneuverable, and infantry never knew what hit them till it's to late. Great Lancing is to me an art. You have to time all encounters with your couching cooldown and be aware of your surroundings to be effective, as well as know when to run and when to engage. Going in balls deep will more likely than usual be your demise, and at that point you have 8 shield skill to help remedy the situation you put yourself into. I've found myself many times backpedaling to team mates while my shield is being bombarded by ranged and melee, thanking myself all the time for the 8 skill in shield.
Some times it works some times it does not. It requires finesse that you will learn yourself over time.
I hope I put some ideas to your disposal, and good luck!