Champion from Monte Cooks 'Arcana' books. They choose what they want to be a champion of and gain additional powers related to the thing that they champion. A very neat idea for a class.
The other obvious alternative is to discuss with your DM what would be an equivalent class feature to losing the mount - and the example given in the DMG of a ranger who gains a mount at the expense of most of his favoured enemies or something similar gives a good starting point for such a discussion.
Dragon 310 has a variant Paladin for every nonevil alignment, most of whom have somethign other than a mount. However, I have played an otherwise normal Paladin but instead of a mount I took the riding dog option instead (I was a human.) The logic was that this order of Paladins were dedicated to fighting an ancient Black Dragon and its minions. Horses didn't do them much good in the marshy Despair of the Dragon so a hunting dog made much more sense.