Thus, I was wondering - what monsters lend themselves best to encounters against mounted characters?
Something like a bunch of archers scattered over a wide area, using hit and run tactics? A guy with a sword will struggle, but a guy on a horse can catch up with them and run them down fairly easily.
But it depends on the rest of the party - archers and wizards will have less trouble with this kind of opposition.
Depends on the Cavalier. For the standard mounted charge build (lance and/or Spirited Charge), use chargable enemies with damage reduction. For other Cavalier builds... er, are there other Cavalier builds? Does the class do anything except mounted charge?
I would try to make sure that the cavalier's teamwork feat and order abilities come into play. This will make the class shine more, and depending on the order, may suggest actions for the other PCs to engage in.
For example, the cavalier PC in my home game is order of the dragon, so her challenge helps her allies' attacks against the same target. Her other order ability gives an improved bonus with aid another (which usually only gets used outside of combat in our group). Both abilities emphasize teamwork, and the group dealing decisively with one problem at a time.
In contrast, an order of the cockatrice cavalier is a gloryhound and prefers to solo their challenged foe, while taking advantage of the fear they instill in enemies. In a typical fight, they would expect their allies to make sure the "riff-raff" doesn't interfere with their duel. That gives the fight a much different feel, and gives the cavalier's allies a very differently perceived role.
Now imagine an encounter between these two cavaliers and their respective allies, with their competing tactical approaches. Honestly, one of the best ways to emphasize mounted combat is to have the enemies use it, too!