As far as I know, if you hitch a horse it becomes your 'trusty steed' and will come to you whenever you whistle. Don't hold me to that though, I was playing on PS3 so it didn't really matter to me about acheivements.
Do all the story missions and then do side missions if you have to. The story is excellent and the side missions are fun little asides. Ignore blue spots on the map, they're not worth your time.
You do get to continue on the game after the credits roll.
I finished the game last sunday and immediately bought Undead Nightmare, I highly recommend it. It has all the high standards of RDR but it's tone is completely different.
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