You could get buffs for your existing horse. A collar (harness?) of Bear's Constitution +4 is another 8 HP. Magical barding improves AC. There are some special horseshoes that could help as well. Permanent Greater Magic Fang could improve offensive potential.
My general rule is that if you want a devoted creature of above-animal intelligence (a pegasus or giant owl, for example), you need to take the Leadership feat. If you don't have the feat, the creature will consider you a friend and ally.
If you want a devoted creature of animal intelligence and ability, it may just cost money, time, and handle animal checks. Without wild empathy (class ability from rangers and druids), you can't automatically improve the animal's attitude towards you, but years of training and careful love and attention could certainly make an "indifferent" animal friendly. If you want it to be "instantly" a loyal companion, or if you want something that isn't a standard animal (like a horse with extra HD or an awakened horse), you'd need to spend the leadership feat on it, in which case the "level" would be equivalent to HD.
So, talk to your DM. See how the Leadership feat could be adapted to your situation -- it sounds about like what you are looking for.