Here are my 2 Pennies worth of tactical knwoledge for use when using Rohan.
Rohan's main advantage in the SBG is the 'Expert Rider' rule, which makes them the best Light Cavalry unit in the game. They should be used for hit-and-run horsed missile fire; bowmen on horseback with shields are an effective combo and Rohan's throwing spears give them an advantage during both the Move and Shoot Phases.
Rohan can bring the Three Hunters and Gandalf the White for themed battles or specific scenarios, and when combined with their multiple named heroes... well your heroes will usually be better than your opponents'. Rohan has Theoden, Theodred and Eomer who can be deployed with a wide range of wargear and boast solid fighting profiles. The Royal Banner of Rohan makes all of these heroes Rohan can field even better, and the Rohan Royal Guard help to offset some of Rohan's weaknesses with higher fight and courage values than their average Rohirrim countrymen.
Rohan's toughest match, however, is the one it most often finds itself up against. The Uruks of Sauruman's Isengard are specially designed to counter the Rohirrim and their cavalry charges, and Rohan's infantry is no match for the stronger and better armed Uruk-Hai.
As a Marshal of the Mark you must think quickly and move decisively to hit targets of opportunity. Sometimes you must have discipline to peel back from a promising attack when you sense danger on the flanks, and other situations require nothing less than the willingness to Ride to Ruin regardless of whether that is to be your enemy's or your own.