Am I just that bad at battle?

[Red Paladin]

Playing as The WRE (battle-hard/campaign-very hard) I always found my army at the mercy of the enemy's heavy or missile cavalry, especially those chosen Warlord.

[Sétanta]

Generals Calvary in BI is uber-powerful

try and counter them with spearment then charge your General into their behind...works every time. As for missle calvary chase them off with Light Calvary like Equites Auxillia (only use Sarmatian Auxillia if you absolutley have to). It removes the missile calvary from the battle and eventually your light calvary will be able to hunt them down. then "hopefully" charge your by now exhausted light cav into the backs of the now retreating enemy army

[Red Paladin]

Also, whenever I'm defending against a seige I notice my unit always seem to route on the wall ON contact with the enemy...

[Sétanta]

well if you are fighting against overwhelming enemy (limitanei vs. steppe chosen warrior) that will always happen. try and pull all your men back to the town square so they don't route and let the built in defenses take their toll. the enemy will reach you divided, exhausted and up to 50% casualties depending on the layout of the city.

however if you can't pull back to the town square make sure your general is right under the wall so your men get the message "Encouraged by General" or something like that

[Darth Wong]

I've beaten BI playing as WRE on VH/VH difficulty. It's not that difficult as long as you know to manage your assets.

On heavy cavalry: you must have spearmen in BI. In RTW you could use swordsmen to kill enemy heavy cav, but in BI you're dead against heavy cav unless you bring spearmen to the party. Also, you should keep in mind that Limitanei are crap. They're cheap but they're like the Town Watch of RTW, and they can't handle better units. At the very least, use Foederati spearmen when you play as WRE, matched with Comitatenses or Plumbatarii when you're in the field.

On missile cavalry: bring foot archers. Large number of foot archers will wreak havoc among barbarian horse archers, who are usually lightly armoured if at all.

On city defense: usually you can't fight their men on the walls because they are too many and you are too few (and too low quality), thanks to the budget restrictions of the WRE. My standard city garrison during my VH/VH game was two units of limitanei, two units of Foederati spearmen, two units of archers, two units of peasants, one unit of Sarmatian cavalry, and (ideally) a general. My whole strategy was to whittle down the enemy strength before he reached the city square, keeping all my infantry and cavalry waiting there for him except for the archers and peasants (who would be on the walls). The archers would work together with the defense towers by shooting enemies in the back as they approached the city square, and they would be initially positioned so that the enemy would not notice them when he took the walls (so he'd go right down to ground level rather than marching over and slaughtering my archers). The peasants would be positioned next to my archers as cannon fodder, to draw fire from enemy archers or missile cavalry and to give my archers more time to unload their arrows. Usually, the enemy missile cavalry and archers would be tied up fighting my archers on the walls, and his cavalry and infantry would attack the city square. Thanks to manual targeting and the inward-firing city defense towers, I would usually try to ensure that every single unit of cavalry or infantry which reached the city square had taken significant casualties, thus allowing me to route them fairly easily once they got there (a task made easier by the fact that they would tend to arrive in a trickle because of the difficulties of negotiating city streets). I have successfully wiped out huge barbarian hordes with relatively small city garrisons using this simple strategy.

[Sétanta]

yup

that it is important to whittle down the enemy is well, important

i defeated an army of Vandals with 5-1 odds with only two units of Sarmatian Cav. a general and some foederati by making hit and run raids with the cav. you will win if you do that WILL WIN