Yes, your mind is in the gutter but that's OK, that's often the way to understand blues lyrics. In this case, though, I don't think all those terms mean "sex partner" in the songs I think you're referring to. When someone sings "hitch up my pony" or "saddle up my black mare" he usually means it literally. He's preparing to go on a trip. On the other hand, the references to "my rider" (special or not) in a song do mean the person with whom you do your riding (in bed, not on a horse). An interesting side note, however: I once heard bluesman Napolean Strickland -- in conversation, not in song -- refer to an elderly white man as his rider. I was puzzled for awhile until he explained that the man had been his supervisor when he worked in the fields. So I guess someone who "rides you" at work also can be a rider! But I haven't heard that in any songs.
