I think stables would be an excellent idea, and could also serve as a homing beacon of sorts (via scripting) should you manage to lose your horse while adventuring.
Yesterday I came across a horse standing next to some already dead bandits. I could take the horse, but it was still considered stealing. I rode him into town, and when I went in and out of a house, he was gone.
That's indicative of other mistakes that Bethesda keeps making (don't get why they can't figure this out). Once the owner of property is dead, in most cases, it should no longer be considered stealing. The "stolen" tag is only for 1) merchants not buying your stuff because they (through some magical omniscience) know this belongs to a certain NPC; 2) guards to take your stuff when you get arrested (presumably to return the goods to the owner, which they can't if the owner is dead - and again, reveals this ridiculous omniscience).
I don't think the stolen tag needs to be there in the first place. It's not the 21st century. They don't have serial numbers and bar codes and an internet database to track stolen goods and identify owners. I guarantee 500 years ago nobody would have any clue you had stolen something unless you just happened to try to pawn it off on a friend of the original owner or something, and the item was unique or otherwise easily identifiable.
But I digress. The horse was owned by bandits, who are bad guys. The horse was probably stolen in the first place. Regardless, they are also dead.