In the games of my youth, my regular opponent Simon, had a Dwarf cannon towed by a train of (plastic farm) pigs. Whilst the idea of Dwarves on pigs tickles me to this day, having purchased a wonderful Dwarf hero on bear from West Wind Productions I decided that Bear Cavalry was the way to go*.
Whilst the likes of Scibor make some excellent models, they didn't fit in with the look of the Dwarves I already had painted and to be frank, I couldn't afford them. The eventual solution was to kit bash using the top half of some old plastic GW Dwarves and the legs and bear from an Ursan Cataphract from the Arcane Legions Roman Cavalry box.
The Arcane Legions figures are disappointingly crap (given the game had a great concept) but served a useful purpose and the end result is pleasing enough. Unfortunately there is only one bear pose so I'll have to put my thinking cap on before expanding the unit.
* Forces of Fantasy and the Book of Battalions both listed Dwarf cavalry mounted on ponies, which would have looked fun but I've not found suitable miniatures that would be easy enough to convert.