I do not think it's worth ever having more agility than you need for riding of the horse of your choosing. I'd suggest going "min" on agility (For riding skill needed) and then max on str/power strike for whatever you have left over.
If you aren't going to be using a shield, I'd suggest these builds at level 30: 24/15 (on 5 riding horses), 21/18 (using 6 riding horses), 18/21 (using 7 riding horses).
If you are going to use a shield then I'd suggest at level 30: 21/15, 18/18 or 15/21.
I think you're better off looming your horse first, because it's the main tool that you use on the battlefield. After it's +3 then I'd start looming your main weapon. And if you are still playing the game after that, then I'd suggest starting to loom your body armor.
Like smoothpenis said, the heavy lance is barely useable at +3, I would highly advise against using it non-loomed. The lance is a very good weapon though (even unloomed), and that's the lance I'd suggest using if you are going lancer cav. +3 heavy lance is my favorite lance because I can engage other cavalry and not have to worry about them outreaching me, but I still prefer the lance if I'm playing smart and attacking infantry (it's just a beast, and you can get more swings per minute with it, meaning you can hit more people in short succession).
I think the best horse in the game is the Arabian warhorse for it's agility (and still being pretty fast top speed), but it requires 7 riding, which I think is too much to invest, so although it's the best horse (to me), I wouldn't recommend riding it. I love my courser because nobody can catch me on the field, but investing 6 riding is also somewhat unnecessary vs the trade off of being able to have more power strike. The speed bonus is nice, but it also works against you.
My suggested cavalry build at level 30 would be either 21/15 (if using 1h/shield/lance), or 24/15 is using pure polearm (or 2h/polearm hybrid). I would always max power strike, riding, and athletics (don't max shield if you go shield skill, stop at 4). And then it's up to you whether you want to max IF or Weapon Master (or do a combo). I personally max out WM and then put 1 or 2 into IF. But you can tinker around with what you think you want to aim for using a character calculator:
http://sayginsoher.com/merccrpg/calculator/ is probably the best for user interface. The WPF is not accurate however on any calculator I know of.