First, get into a fight somewhere around Xu Zhou castle where the enemies are very weak. After that battle, enter the cave you want to enter without getting into anymore fights. When you are on your way to the cave, it might help to get a gullwing and maybe some smokepots. Once you get into another fight on the overworld or into any boss fight, though, the enemies are back to normal.
You can find Lu Bu's horse (aka Red hare) its just past the encampment to the south of The first castle. After beating Hua Xiong there, search around the encampment on the overworld slightly to the south west of the gate. You'll find it. Whatever general has it will automatically get the benefit of an agility up spell.
There is a way you can raise your experience beyond level 50 even when normally you couldn't. When you get to Ji Zhou castle, don't talk to the man who levels you up at the house in the outskirts of the castle. Ignore him until your armies are all at level 50. Then talk to the old man at the Northeast corner outside the castle walls and he'll level you up to 51.