Zoas, Palys, mushrooms......soft corals like Kenya or devil's hand.... all these are great companions for seahorses. SPS corals are acceptable provided you have the light, but they prefer stronger flow than seahorses usually like! Any LPS corals (and, obviously, anemones) have no real business in a seahorse tank. The risk of the horse trying to hitch to an LPS, and getting stung, is too great. And 'nems.....will just eat the horse.
The trick with horses + corals is lighting. In most cases, horses prefer lower light than many corals need. That's why zoas and shrroms are so great....they don't need super strong light to thrive.
