Attilan Rough Riders
"I would say that was the cavalry, but... I've never seen a line of horses crash into the battlefield from outer space before."
- – Agent Washington, Red vs. Blue: Revelation
The Attilan Roughriders are a mounted cavalry Imperial Guard unit originating from the planet of Attila. They are, quite unsurprisingly, Hun warriors in SPESS. This actually makes sense. After all, if the people from the Steppes of Asia people settled a planet, they'd likely want to name it after someone/something important to their history. You don't have to be a genius to realize it'd be Attila the Hun. As for the whole "Hun" theme they've got going... you'd want to keep your culture alive, too, right? Anyway, they are fierce warriors, born in the saddle (and more than likely dying in it). While they can be deployed en masse, they are more often than not assigned in small units to other regiments that can make use of their swift flanking abilities, but are more often to be used for indirect uses, message runners, scouts, anti insurgency, insurgents, the minds the limit on their uses outside of direct tabletop combat. In battle they employ foul tempered horses built like tanks (and sometimes incorporating parts from them) and use explosive-tipped lances to fuck up your shit.
The Only War supplement Hammer of the Emperor also gives a slightly unnerving fact about these guys: If they ever run into a point where they can't find edible food or water, and they have their steeds, they manage to make some bizarre sort of slurry involving their steed's blood. Again, they're keeping with the
Hun Mongol theme. One can only wonder the effects of this when you have a robotic steed.
They are the vanilla cavalry (even called Rough Riders) for Imperial Guard forces and as such are never seen on the tabletop. Attilan Rough Riders are out of production and can now only be found in the dark recesses of Ebay. Only option? Convert your own, fool. Warhammer Fantasy can probably help you with the horses, though some guys try a more 'mech' theme and proxy them as bikers.
Victoria Miniatures make Rough Rider Legs that meld really nicely with the Cadian Shock Troopers torsos and the various torsos that are available elsewhere on their site. They also make arms with lances. Other than that, you're on your own!
Literally just buy the Warhammer Fantasy Outrider/Pistolier set; they come with guns, which you can replace with lasguns if you want.
If you play Tallarn then a cheap option could be Haradrim Raiders from GW. Just a thought.