I'm sure you have seen harvestmen before. They look a lot like spiders, but they are their own order of arachnids, the Opiliones (shepherds). They are perfectly harmless and even beneficial because a lot of them feed on decaying plant and animal matter, some even hunt for insects. One species has specialised in eating slugs.

In their normal size, I think they are adorable. But let's make them big enough to ride. They will tower over everything and they will be freakishly fast. Many of them can indeed drop legs when attacked. And all harvestman species will secret a smelly liquid when they feel threatened. The liquid is irritating to skin and lungs (although one harvestman will not secret enough of it to bother a human). For invertebrates, it can make them unconscious or even kill them. Put enough harvestmen in a container and they will knock each other out with it (please don't actually try this). So, you have a steed that is big, can cover a good distance in one stride, it has fangs and it even carries a built-in chemical weapon. What's not to like. Also, it looks badass.

A List of Strange Beasts