I would have to say the best cavalry officer in the Confederacy had to be Joseph O Shelby of Missouri.   Although he fought only in the Trans-Mississippi theater he was respected by both his enemies and his friends.  MG Pleasonton once said that he was the best cavalry officer the South had.  That is very high praise coming from an enemy.

 

Joe Shelby never surrendered and had worked out the surrender of the Trans-Mississippi with Kirby Smith so that he and his men could make it to Mexico before the end.