The right place to get started for modding and ask about tutorials and help is here:
http://www.twcenter.net/forums/forumdisplay.php?f=651
I'd really like to see some units using pistols more often. Cavalry, as you mentioned, for example. Unfortunately what you can do now is swap animation types only and the game only knows so much animation types. For instance there is an "sword_pistol" animation for officers which could be assigned to infantry. But cavalry? I doubt it because cavalry uses different sword animations than the officers. Obviously.
Guess we have to wait for modding tools until we can change animations directly, insert new ones and so on.