Riding wolfs seems a given, though it's worth contemplating their place in a civilized village =D
My dwarf rides (well, rode. Sad day!) a captured goblin riding wolf, and seemed to get away with brining it in to towns and inns by virtue of "if you don't allow dogs in here, you're welcome to take it outside and chain it up". No one seemed eager to take that deal.
Dogs for halfinglings is something I find very fitting, but it lends a bit more lightness to the setting, so might not be for everyone.
Other than that, boars, pigs, bears, elks and goats all seem very fitting riding beasts. Or why not a great big ox as a mount for a sturdy dwraf?