"A Man Called Horse," indeed.
These are cool. Thanks for sharing.
If you want to look at it from a semi-"serious" point of view, there are two things that jump out at me. First, horses are notoriously skittish. Attempts to import camels into the American deserts were disastrous because horses couldn't stand the sight of unfamiliar creatures. I would say that regular horses must make some kind of Morale / Leadership / Fear test, or else throw their rider and flee at the sight of the Centaurs.
Second, horses are rather fragile and require significant rest periods and maintenance. Over the course of a day, infantry on foot could actually outpace horses. Would Centaurs suffer a similar handicap, and therefore decrease the Indians' mobility advantage over the long-term? Likewise, conventional wisdom held that cavalry was strong on the offense but weak on the defense. Would a Centaur have trouble seeking cover and navigating rough terrain?
As for the second question, two games come to mind. The first is LOTOW, of course, because it combines very easily with Mordheim / LOTR / Warhammer Fantasy battles. As I argued in the other thread, this isn't exactly a great solution.
You could also check out Reaper's Warlord game ($12). I know it does include Centaur models and Reaper's website has a free download for playing Old West models with the fantasy rules.