I've heard it's good and I eat wild game all the time, including squirrel and ground hog (you have to know how to prepare ground hog properly and if you do, it's quite good actually. I would imagine it's good most horses (except the wild range ones) lead a pretty sheltered and well fed existence, consequently, the meat would be fine grained and tender and without excess fat content, probably on par with Elk, which I also eat regularly, in fact I rate Elk meat tops. Have eaten bear as well. Nine in my freezer however. One of my renters went on a Canadian bear hunt some years back and had a bear BBQ and I had some of that. Not bad. Was a tad greasy but when you BBQ it, it cooks most of the grease out.
Never had it but not adverse to sampling it. My issue with eating it is probably mostly because my wife raised draft horses and I'd think about 'Old Betsey' cutting into a piece.