Because we're in a campaign that uses a lot of horseback riding, I recently bought several horse miniatures from a site called Stuffer Shack. We used them in our most recent session, and they worked very well. The horses are positioned in such a way that your mini can fit on the same base. One of our horses even had two riders, and they both fit just fine.
They come in 12 styles, so there's something for everyone. The party's Halfling Monk rode a pony, while our Dragonborn Paladin rode something grander. You can order specific ones, but that costs extra. I just ordered the 10-pack, and was perfectly satisfied with the variety. I didn't get two of the same horse, so everyone in the party had a unique steed.
They come with some sticky-tack for keeping your minis from sliding off the horse base, which could be useful, but I found I didn't need it. The horses are solid, well-made, and feel right at home next to WOTC's pre-painted minis.
If your campaign involves horses, I highly recommend them. If you also want to try the same seller's bloodied markers and mini counters, there's an Adventurer's Bundle that's a pretty good value. Our group already has a good system of keeping track of such things, or I would have gone for that deal myself.
I'd also like to add that they shipped the horses very quickly, and I received my order just a couple of days after I placed it. Impressive.
Here's some pics: