I wouldn't use the two manufacturers together in the same unit, but they might be ok in the same army at a push. Kensei are very slim and tall, realistic proportions but slightly fantasy in design, Perry are shorter, stockier and chunkier, a lot easier to model and paint though.
Horses are completely incompatible, Kensei ones are huge in comparison. Are there any particular models you want to know about, I have a fair few of each range.