One of the biggest pulling points besides the fact that you now have the ever lovable John Marston nailing gooey headshots on plenty of shambling corpses, were the new mythical mounts! Each bringing with them a snazzy sum of effects be it fire trailing behind or a swarm of insects constantly crowding your steed. 
 
Even besides the cosmetic crap, most of the horses would still bring with it some nifty new and unique abilities to take advantage of. Minus Famine which while its perk is that he has unlimited stamina, I've noticed that every mythical horse in the game has unlimited stamina to begin with.. 
 
So of course I ask of you, just which is your favourite? Not one is all too overpowered over the other and I've felt it comes down to personal preference more than any solid additions to your strategy. With that said, Death may be viewed as the most useful, but I still much rather love straddling around on Pestilence. It most definitely looks the creepiest and its immunity to damage really makes it an absolute necessity when trying to beat down those undead bears and cougars with your torch. I just can't help but love the cutsey lil bloodshot nag!    

The undead horse is the worst thing, ever.

The War horse is the only good horse in the game the others pretty much suck balls. Death is also cool but at least in my game it died automatically after 2 minutes...

War since he can light stuff on fire, followed by Unicorn because it's a fucking Unicorn.

" The War horse is the only good horse in the game "

Death. I really like the white and black colors and the wind effect. I think all the horses are near invincible, I killed all the animals with torches while riding on Death and it didn't die.
Also IT MAKES ZOMBIES EXPLODE. 
 
I noticed the game makes a point of Famine having full stamina, but don't they all have full stamina? The blue bar didn't ever go down on any of the mythical horses for me.

Ahem.... 
 
Open your eyes~  
I see, your eyes are open
Wear no disguise, for me, come into the open
When it's coooold (when it's coold) outsiiiide (outside) am I here in vain?
Hoooold on to the night! There will be nooooo shame. Always! I wanna be with you, and make believe with you and live in harmony, harmony, harmony, always. 
 
(I like the Unicorn because it's so goddamn silly)

can you use those horses in the main game or just in the DLC portion?

" can you use those horses in the main game or just in the DLC portion? "

Unicorn with Death in a close second.  I thought War died way to easily.  I'm going to be very careful with my unicorn while going for the 100%.