Hobbitmum,

"The Bonny Light Horseman" would be wrong for the Scots Greys as they were classified as Heavy Cavalry (Horsemen who's main role on battle was 'shock' - solid masses of cavalry hitting formations as one lump to disrupt and destroy).
The Light Cavalry regiments (in Britain, Hussars, Light Dragoons and, later, Lancers) were used for scouting, raiding and pursuit of broken formations or disrupting skirmish lines (swarms rather than the mailed fist).

Any help?

Walrus