Well, to what I know, you can jump on it with nothing in your hands. It will throw you off, but just keep doing it until you see hearts. Then you can put on your saddle/horse armor. I am not sure about here though.
Don't you have a better chance of taming a horse on the first try with golden food? I thought I read that somewhere. I stick to apples usually, much cheaper.
You don't even need any food to do it. So, don't go out of your way to get some if you have a shortage of it. You will just get repeatedly thrown off, until one time you do it again and you will tame it.
