They definitely should be able to jump. The way/height they jump in Oblivion is pathetic. And they should have more than just 2 gaits. They should walk, trot, canter and gallop (like in AC) instead of just walk and canter like in Oblivion.
One of the scenes in the gameplay trailer has a horse standing about, so I'm guessing that they are confirmed.
How about this: If horses are mounts in the game, should they be more viable in combat? In Oblivion (and perhaps this was because I was using that paint horse you get before I had Shadowmere) my horse literally got schooled by a troll, and then proceeded to run through the wilderness of Cyrodiil to never be seen again. Should horses actually be useful and have greater survivability? Should players also have the option to even fighting on horses assuming mounts are in? What options can we think of (other than fast travel) would make horses more practical and very beneficial to the player in Skyrim?
Horses are flight animals, so in reality they would bolt/run away. Like someone else said, I'd rather have it run away than attack. But not so that it would bolt from a mudcrap or something
. lol...And they should be able to survive through fights with some creatures (like mountain lions, etc.).