Really depends on your strategy and play style. The last edition nerfed cavalry a bit, so it is not so simply point-and-click knight units anymore. However, beyond the obvious, here are some units I never leave home without:
1. PKs - 3 are golden for warmachine, mage, gunline hunting and the swoop in for a rear attack.
2. Bowmen - they are cheap as dirt and have a 30" range and for 5pts you can add flaming attacks. Your opponent will spend effort trying to knock even a little unit of these out.
3. Trebuchet - the best stone thrower in the game and also cheap as dirt for what it can do.
I love knights errant str 6 on the charge is great my bus of 15 charged 12 ogres and absolutely mashed them and then run them down I often take knight only (bar some archers and trebs). breaking steadfast is easy with brets, If your willing to risk the long line, if combat is protracted you can reform into 2 long lines and cast wild form
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