that is all personal preference.
imo: the heavy lance is great, the normal lance not worth it and the light lance or read tassle spear are quite dangerous on highly manurverable horses, where the tassle has the shortcomming of less length, is however sheathable and incredibly fast.
try things out.
also, u should give manual blocking a shot and go out there without a shield, which allows you to bring an axe or blade with youre cav weapon.
last but not least: mounted swordsman. very good choice aswell. consider it.
as a first build u could go with 100wpf pole for lance and 140 for 1h and become a hybrid lancer/shielder. could give u a nice overview of where u wanna head if u ever wanna specialize