Regarding elves fighting on horseback an episode with Beren, Luthien and two sons of Feanor (was it Curufin and Celegorm?) might offer some clues. I've no access to an English version of Silmarillion now so I can't offer any quotes but this is how I remember the episode (please correct me if I'm wrong):
By chance, the brothers find Beren & Luthien strolling in the woods and one of them rides them down in full speed to grab Luthien, sweeping her up on his horse. I don't remember if a saddle is mentioned, and know next to nothing about horseback riding, but this strikes me as impossible to pull of without reins, stirrups and a saddle to hold on to. Beren then leaps up and grabs the Feanorian, and they tumble down on the ground. At this point the other brother comes charging in with spear in hand, but Huan saves Beren life by frightening the hourse.
So at least some elves rode with saddles and were accomplished fighting on horseback. Mind you, this doesn't prove the elves had cavalry - these fellows might have been on a hunting trip - but I do think it proves some elves rode with saddles etc.
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