The most famous statue of a guy on a horse in Boston is actually the very first statue of George Washington on a horse. He still sits proudly in the Public Garden.
From flickr (AntyDiluvian, mrmojo, Pear Biter:
The most natural choice for a guy on a horse in Boston would be Paul Revere. There's a statue of him in the North End.
Again flickr (Mr. Guybrarian):
And I love this one. It stands in front of the Museum of Fine Arts. By clockworkpink