I find that my horse keeps wandering off when I get off to fight someone or do something, and he(she?) often ends up in some interesting locations. Twice I've found he/she walking up a vertical surface. Anyone else experiencing things like this?

Tell it you'll send it off to the glue factory and it will stay put. Works for me.

Get in a fight with a dragon, that horse will back a brother up.

Is it actually your horse, or someone else's (that is, did you just find it somewhere)? In Oblivion, any horse not owned by you that you mounted would not stay put once you dismounted it.

horses i have found randomly on road return to that point

Well, it happened with shadowmere in Oblivion. I waited 7 days, fast traveled, and there that bastard was.

Oh I still need to get a horse, I need to play more Skyrim!

@TheDudeOfGaming: Dude, shadowmere kinda freaked me out with that shit. It was kinda creepy.

@JP_Russell: paid 1000 of my very own septims for him. He usually qanders off the road, do they go eat grass or something? Dunno.