In ob you could have people from a guild fallow you. If you jumped on a horse the npc would fallow you on foot. I just think it would be neat if they could have there own horse. Either purchased or stolen.
That would be cool, actually.
I get the feeling that the Companions GUILD (not companions :biggrin:) will involve lots of horse-riding, as the symbol of Whiterun (their HQ) is a horse head. Historically, Alexander the Great had a cavalry called the Companions.