How do I kill the guards that are on horses easily?
One of the 'loading tip' says that when they come towards you, you have to be equipped with a one-hand sword and hold R1 (PS3 version). You'll block the charge and put the horse down. It's easy from there to execute them when they're still down.
Another easy way is to use pistol, crossbow or (spoiler below, hover your mouse)
even less work by calling your assassins friends when your brotherhood is created.