The stoic crusader for righteousness of old, the Paladin is another excellent choice for a mounted build, top 3 of any build in my opinion. This build is so massively durable and difficult to kill, you just can't go wrong with it. It may not be quite as versatile as the Outrider or as manoeuverable as the Skirmishers, but it's still my second favourite build to play as. Paladins have tremendously high attack (potentially the highest of any other build), incredible defenses/health/durability, decent speed and effectiveness in almost all situations = very good survival ability. THe build's only downside is its low maneuverability and tendency to run in more or less straight lines. Seriously, who cares though?
Anything within a lancelength radius is a guaranteed kill, so that manoeuverablility isn't going to be a.huge. issue. Also, Paladin effectiveness is secerely reduced on hilly terrain - they're godly over flat ground, but don't expect any Tenzing Norgay action from them. Leave that to the infantry/ranged units.
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Take advatage of that great speed and durability - start out in a flat-out charge straight at your foe's main group (which is a lot of what you'll be doing - running in a straight line. Don't worry about enemy archers (arrows usually won't do significant damage, but if it makes you feel better, hold up a shield). You should start out wielding your throwing axes, so aim at large groups and keep firing while charging straight. Aiming shouldn't be overly difficult (your moving straight, sheesh). Keep throwing until you've cut the distance to the main enemy group to about 30-40% left. At this point, switch to your lance, which should couch almost immediately. Aim yourself towards right into the thick of the enemy horde (lancetip slightly downward).
Charge right through - you'll skewer 1 or 2, but more importantly you'll do some pretty massive charge damage to pretty much everyone else. With your speed and weight, don't worry about getting stuck in the middle unless facing a group of spearmen more than 5 deep (in which case try to hit the group from the flank). And don't worry about your horse getting hurt either, it's way to heavily armored for that. So long as you're not charging up steep hills, you'll be fine.
Continue on through for a few seconds, turn sharply, and make another charge through like in iii). Depending on how many enemies are left, repeat 1-2 more times. Switch to your hammer/2h weapon and charge through areas of high enemy density, bludgeoning at your leisure. Keep passing through, killing any foes that stray away from the main pack - don't be afraid to enter large melees (chances are you'll make it out largely unscathed anyway). When enemy cavalry start running, go ahead and try some Outriding but only on medium/heavy knights - you have no chance of catching Skirmishers. And don't forget to wind up your 2h swings for an extra oomph to your blows (like you need it though). If you need to, switch to ranged or couched lance. You want to be one of the first up the ladder, so charge towards that ladder (or siege tower). Use your throwing axes while charging - the range is short enough for you axes to still be deadly.
If you run out of axes, just keep going. Upon reaching the foot of the ladder, switch to your lance and shield. Hopefully you're first up the ladder, so wind up a lance thrust and lay into the enemies directly at the top of the ladder.
After a few kills though, the lance is going to be less than effetive in tight quarters, so switch to 2h and start carving through defenders. You should still have the majority of health. Clear the walls and move quickly down stairs into the courtyard. It's wuite simple from here - charge into the melee, let it build around you, and deliver 36o degrees of hell. Nothing to it. If you really need to (i.e.
Flat-out charge is a safe bet. I usually start with the throwing axes, felling 1-3 before any fighting actually starts. When you've closed the distance to 30% left, switch to your couched lance, targeting ONE cavalry unit. Lance through them such that your own horse passes beside that of your target while angling your lance tip between rider and horse (or right at the rider, if you want). Try some Outriding (see Outrider section) - only to be used against other knights, you really have no chance of catching Skirmishers. Leave the hunting-down of annoying horse archers to faster cavalry (like Outriders).