With kindred faction you can buy the horses from certain faction merchants for 5g. The painted one is with Annuminus faction in Evendim,and the grey is from the Council of the North in Angmar. You can also earn a horse with Lossoth faction in the new area of Forochel, and I've heard there's one from pvp. All these horses seem to be a bit faster than the regular horse and you won't get knocked off as easily.
You can find pictures of some of them here:
[link=forums.lotro.com/showthread.php?t=103318&highlight+mount]http://forums.lotro.com/showthread.php?t=103318&highlight=mount[/link]
Linnysse Greylock
50 Loremaster
Noldorin Descent
Meneldor