Mystic and Rider by Sharon Shinn
The King knows there are those in the noble Twelve Houses who could use this growing dissent to overthrow him. So he dispatches the mystic Senneth to assess the threat throughout the realm. Accompanying her is a motley band of magic-users and warriors including Tayse, first among the King’s Riders—who holds a hard view of mystics in general, and Senneth in particular.
But as the unlikely allies venture farther into the south, they will face death in a land under the sway of a fanatical cult that would purge Gillengaria of all magic users. And they will come to realize that their only hope of survival lies in standing together…"
Mass market, a nice copy!