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Line infantry moves at 4 hexes per turn and heavy calvalry by 6 I think. At times it seems like heavy cavalry are not that much more effective in combat than line infantry. Plus France gets horses at a rate of 2 per turn. It takes 80 to make a heavy cavalry. Therefore you're looking at 40 turns just to get enough horses to make heavy cavalry. It doesn't seem like heavy cavalry is going to play a very important role in the game. Is it worth even wasting precious horses on it? I'm thinking horse artillery is the way to go with horse usage. At least it can move and shoot where regular artillery can't do both at the same time.

You get more horse production as you conqure countries and you can 'loot' them off british ships.
Heavy cav do have better attack and def, coupled with a commander they can do a lot of damage, they have to be used just right because they are so expencive but they can realy tear up a back feild when the get around the main front line, well against the AI at least.

Heavy cavalry's strength is to use them as the final attacking unit. Soften up an enemy with artillery or infantry attacks then hit them with the heavy cavalry and you can often entirely eliminate them. Very powerful when used like this. Be careful in using them to attack 10 strength infantry that haven't been softened up, they will get what they got historically..nowhere most times!