Can I know who makes good 1/72 horses? Many of those I've seen appear to have overly thick legs.

Thickness of leg really depends on the type of horse. Are you depicting a thoroughbred or a draft horse? Many draft horses have thick legs. There are all kinds of varieties.

And then there are the little spindles with plumb bodies that Airfix horses generally have.

Try looking through all the mounted sets on plasticfigurereview.com and pick the set best matches your needs.