First, your cultural retinue is always the best. It gets a huge inbuilt bonus as if it came out of your highest level cultural building. So you should probably build around that. That's why those longbows are so good. French heavy cav, on the other hand, is brutal -- much more so than English.
Beyond that, I would build whatever your cultural retinue lacks. If I'm playing a heavy infantry / pike culture, I build some cav to mop up in pursue because infantry is terrible at that. If I have heavy cav, I just build that -- it takes up too much of your cap to really afford otherwise -- but then try to group it with levies to take damage in skirmish -- because heavy cav gets mauled in skirmish if unaccompanied. I've never played England since retinues, but I would probably group them with infantry so they don't get the charge undefended flank ending skirmish and killing them.