Nintendo may have brought horseback riding to 3D games, but Team Ico brought life to the horse. Instead of acting as an extension of the players character upon mounting, Wander's companion seemed to behave as an independent entity. He obeyed your commands, but it was Wander you were controlling - not Agro.
Epona introduced horseback combat - but Agro perfected the art. Agro's implementation in some of the colossi battles stand as some of the best boss battle experiences to date. The world in Shadow of the Colossus may have seemed bare and empty to some, but Agro's presence and companionship made this game a masterpiece for the ages.