I like to field medium lances of 4/6(/4) and 5/8(/5), medium to heavy lances of 4/6 and light lances of 6/9(/6). Depending on tonnage or BV limits, that's usually something like Hatchetman, Blackjack, Enforcer, Vindicator, Whitworth or Warhammer, Marauder, Orion, Crusader, Bombardier, Hunchback, Centurion, Cataphract, Catapult, Thunderbolt, Grasshopper, Battlemaster, Zeus, Rifleman, Black Knight or something like Wolfhound, Phoenix Hawk, Stinger, Wasp, Raven, Firestarter, Clint, Valkyrie, Griffin, Wolverine, Shadow Hawk, Crab, Ostsol, Trebuchet, Grand Dragon and Dervish.
From this pool of 'Mechs I usually form lances for a campaign game and I have certain go-to combinations. The absolute bonus of these combinations is that I can predict how they will handle and perform. A medium lance of Griffin, Wolverine, Shadow Hawk and Dervish or Valkyrie can fulfill about any role on the battlefield and work together with any other lance, be it a light scout lance, a heavy or assault battle lance or another cavalry lance. Combined with a battle lance of e. g. Warhammer, Marauder, Crusader and Battlemaster, it will be able to harass a heavier enemy on the flanks or protect the heavies on their flanks. Combined with a light lance of Phoenix Hawk, Firestarter, Commando and Wolfhound, you get a mighty raiding party and combined with four out of six from the list of Hatchetman, Blackjack, Enforcer, Vindicator, Whitworth and Catapult, you have a fearsome cavalry strike package.
Training after combining 'Mechs you like and have available is the important part though. You need to learn the range brackets and effects of synergy for your formation.