Dark Fire, I'd say go ahead and put together a rough rider company/regiment if you really want to. I bet ya most folks would be willing to play against it in pickup games and league games.
Of course, for RT's or GT's you would have to leave your roughrider army on the shelf as it is not legal. But you could still a roughrider-themed army. For instance, 3 full 10-trooper rough rider squads to those games and call your army a rough rider themed army. You could even theme it as a scouting force by attaching a sentinel squadron to your HQ, by not taking any heavy supports, etc. It would be cheap (points-wise not money-wise) and you would stand a decent chance at getting best selection for bringing a unique IG army.
Heck, if you wanted to be really sick about it you could take the full 5 commissars, assign them to your captains and lieutenants, and then assign all other commies to your roughrider squasd. Commies with powerfists on horseback would be fuffy and fun indeed.
IG, "We are many. They are few."