In my 2000-2500 lists I use both.
5 pistoliers with musician, 100pts, and
Captasus, FPA, Shield, Lance, Dragonhelm, 130 pts.
A lot of the shooting/magic missiles at the captasus is flaming, thus Dragonhelm.
There are 3 units I never, ever, leave home without, even at 500pts: the Captasus (drop Dragonhelm at 500 points), pistoliers, and my huntsmen. All are ultra maneuverable and give the initiative to the Empire player.