I was kinda afraid the bonuses to the key skills are too big, but then I realized competence bonuses are what magic items give. I think this is a good idea, but every time I try to elaborate this becomes an essay.

Mounted Combat not taking an action... since when did it ever? It just had a "once per round" limiter. Oh. You re-wrote it to be an immediate action, so waiving the action means built in infinite-use. I see wut u did ther.

The "double mount speed" ability at level 9 for Cavalry Fighters can get pretty ridiculous with flying mounts. I wouldn't mind seeing the move speed bonus not apply to flyers, as there should be SOME advantage to remaining grounded. The one time I was in a campaign with a cavalier on a flying mount, we never even put him on the battle map. He indicated to the DM what side of the map he was hanging out on, and on his turn he'd choose an opponent anywhere on the map, make his attack roll, choose another side of the map to disappear to. I don't see a reason to make that sort of behavior even easier. When speeds triple, that's when I'd like to see flyers' doubled.

Mounted Scout is OK, but I feel like it needs another minor bonus. I would consider something like "your mount gains +2 dodge bonus to AC and +2 to Reflex Saves" to go along with the quick-moving scout. This is mostly a feel-good bonus since your mount is most likely going to be protected so heavily by Mounted Combat. Alternatively, a built-in Fleet of Foot for your mount (+5 movement speed) or some such.

I intend to get to the other Fighter styles when I can...