Sleipnir is the best Mount available and the only Artifact Mount in the game. It is obtained through Scouting with the Royal (4th) Horse Scout.
It will likely take a couple thousand scouts and over 5 million silver to obtain this mount.
It is recommended to only aim for it once you have achieved maximum(level 100) buildings, heroes, and offensive equipment. Or you may remain in a high prosperity region collecting high quantities of taxes and aim for the mount well in advance.