So, I'm currently playing a Wizard in a campaign, and I've come to find that blasting spells from horseback really is fun. On top of that, I've gained an interest in the "Arcane Archer" Prestige class, and I feel like taking a few levels of Cavalier might help me get to that goal. But I'm not entirely sure if better options exist.
If you don't have a way to keep your mount scaling then there's no benefit to multiclassing a full spellcaster with cavalier. It wouldn't be all that that good even if you do. If you're thinking about conjuring something to ride then a dip in sohei monk could help though.
On that last idea, sohei monk 1 / wizard 6 / eldritch knight 3 / arcane archer could work. For a more traditional one, maybe fighter 1 / wildblooded sylvan sorcerer 6 / eldritch knight 2 / arcane archer.