Are there any special horses besides the Dark Brotherhood horse?

Solution 1:

There is one - his name is Frost, and he belongs to Maven Black-Briar.

He is the only horse with a pedigree (his father is listed as Sleipnir, so take that as you will). If you hang around Riften, you will be approached by a guy who wants you to steal Frost for him. After doing so, you can decide to keep the horse by yourself (though you need to kill / intimidate the quest giver if you want to do that).

That said, he's a totally average horse otherwise. Barring console command chicanery, he's just the same as all the other non-essential horses.

Solution 2:

No, Frost is better than others but is worse than Shadowmere.

Here's a table with comparative:

http://elderscrolls.wikia.com/wiki/Horse_%28Skyrim%29

and this one too:

http://www.uesp.net/wiki/Skyrim:Horses

Solution 3:

If you have Dawnguard DLC you can obtain a spell to summon Arvak, an undead horse. The spell will last until you dismount. You can cast the spell whenever you need a horse.

And of course Dragonborn DLC lets you ride dragons.