yeah but then again, we need to wait for the horses right XD catching nearby mobs is faster...well you know how fast the pet gonna level, and need to change them few times in a day..but then again i only done it at 2x exp day, so time kinda bit important XD
unless for any other day, then yeah...horses might be good~
i'm not to worry bout speed too since i could always try make some shadow pestle (tho too bad most of my char are mage)