
Graeme |
If you're never going to attack with it, then that reduces the options considerably. Until you raise the mount's intelligence to 3, the reasonable non-fighting options are Dodge, Mobility, Toughness, Improved Natural Armor, Iron Will and Lightning Reflexes. Acrobatics or Athletics may be options, depending on the mount you select.
Choose the options that will play on your mount's strengths and cover it's weaknesses.

Rocky Williams 530 |
@Graeme
As a paladin's mount, it has a 6 intelligence, so there's no feat limitation barring what it's physically unable to do.
Even if you're not going to attack, feats that make it harder to kill are still good. I mean, you might not consider your super horse a combatant, but the critters you're fighting aren't using your rule book. That said, if you really do plan on never having the horse attack, you can slap whatever armor you want on it, and never have any proficiency. If I remember right, it would just get a negative to it's attacks, but defensively it's still the same with or without the armor feat.

Blueluck |

Some of the basics are excellent, like Toughness, Run, or saving throw bonuses.
This chain is awesome:
Power Attack
Improved Overrun (requires Power Attack)
Charge Through (requires Improved Overrun)
Greater Overrun (requires Improved Overrun & BAB +6)
Possibly add Dragon Style, for even more charging goodness!

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Why would you not attack with it? It's a fully leveled animal companion, and thus one of the nest damage enhancers your PC could ever acquire. Even on a charge build, it can hold its standard action and lay some beatdown on anyone who moves into melee with you.
I'd grab Armor Proficiency, Iron Will, and Power Attack, personally.

stuart haffenden |

Mithral chain barding will avoid the need of armour prof feats.
Narrow Frame is good in small areas and allows you to block doorways without penalties to AC.
Power attack, toughness, eldritch claws are solid too. Iron Will is also solid and gets you to Improved Iron Will.
Get an AoMF holy as soon as possible.