Don't give into the Dark side....the Perry figures are very nice and once you get the hang of it you can do a lot with them. Yes, there is some filling to be done on the horses but the cleaning up isn't very tough. I would suggest you use a sharp X-acto blade and just scrap the mold lines off, then go over them with some Tamiya Extra Fine glue that will melt the plastic nicely so that you have a nice surface. You will need to fill the bit where the head and horse meets at the front but nothing too difficult.
For me, I would much rather work with plastic than metal....but I think that is because like you I build a lot of models.
So again, don't give up on them...but if you do, I will be happy to take your box off you, as I can always use more French Cavalry!