If you ignore costs and everything, the best Heavy Cavalry are Blood Knights for Vampire Counts. Followed by Skullcrushers of Khorne, followed by Bloodcrushers of Khorne. Then possibly Chaos Knights, Grail Knights, Cold One Cavalry (both DE and Lizardmen).
Lizardmen Cold One Cavalry have a very nice 2+ (+ = Armour Save, ++ = Ward) save, S4, T4, A2, WS4. But the ones above are amazing.
If you go on Monster riders... Difficult. Carnosaurs are up there, Dragons, Stonehorn, Necrosphinx.... So on.
Empire get 1+ from Barding, Shield and Full-Plate Armour. But they have to pay for it, have T3.