Dr. Pierre Picouet's Rocroi page linked to by Puster very good as it uses up to date research on the subject including Spanish sources which tend to be negelected. For unknown reasons the playbook from GMT's "Under the Lilly Banners" is not available at their "Living Rules" website, if you can find it it has a detailed order of battle as well.
The Spanish battalions at Rocroi were little diffrent from the infantry formations used by other armies at the time. With 500 musketeers detached you had 4000 men divided into 6 battalions i.e roughly 600-700 men in each.
Except for the few companies of Gendarmes the French cavalry were all "Cavalerie Legere", despite the name these were battle cavalry, not "light cavalry". The possible exception to this were the "Hungarian"&"Croat" regiments which were probably Germans rather than East Europeans and who may have served in "Croat/Hungarian" style i.e unarmoured mounted arquebusiers. (The regiments in question were Raab, Chack aka Schack and Sirot accordin to the information I have.)
The "Fusiliers a Cheval Du Roi" started life as the "Regiment du Dragons du Cardinal" and passed to the King after Richeliues death. I've seen these interpreted as everything from standard dragoons to Cavalerie Legere with carbines. In 1646 they were renamed "Regiment du Roi-Cavalerie" and it is possible that the change from dragoons to cavalry was underway before that date.
The Gendarmes has probably abandoned a good part of their heavy armour though individuals were clearly still wearing it. But the sources don't give much guidance on the subject.
The Spanish seem to only have fielded a single unit of true light cavalry, the Croats of Neygb Ystuan. The other cavalary was from Flanders or belonged to the "Alsatian corps" which seem to have been a mix of regiments from diffrent sources.
3 of the "Alsatian" regiments were Imperial or ex-Imperial regiments.
Jacob del Brouck's regiment of Cuirassiers had been raised in the Netherlands and in Jülich to reinfoce Piccolomini's Imperial army which was supporting the Spanish war effort.
Fought at Thionville in 1639, served in Bohemia & Germany in 1640-1641 and by 1642 was back in the Netherlans with Lamboy's army. Transfered to Spanish service in that year.
Wilhelm von Doneckel's reigment of Cuirassiers was raised in 1640 in the Netherlands and would serve along the Rhine in 1640-1645.
Don Hyacinth de Vera's regiment of Cuirassiers, raised in 1635 as dragoons, by 1637 reduced to a single company. In 1638 combined with 2 companies of the reformed regiment Grysort. (aka Suys, a regiment which began it's life in 1619 as the regiment of one Albrecht Wenzel Eusebius Wallenstein
) Vera served both in the Netherlands and in the Reich in the years before Rocroi.
The battle cavalry on both sides would be pretty similar as far as the equipment went, well supplied troopers would have buffcoat, back and breast plates and helmet, the worst equipped would have no armour at all. A pair of pistols and a sword were the standard equipment, the degree to which carbines were used is hard to find out. The Imperial Cuirassier regiments were not supposed to have them but at least some units did despite the ban.