To get mules means you'll need to supply both horses and donkeys. That means pasture somewhere.
Mules will carry 150-200lbs reliably, you can put 300-400lbs on a mule (as per USFS - but they're using finer mules) - US Army/USMF goes to 250-400lbs (with 900temp), but they'll begin showing signs of injury after awhile at the higher weight limits (ie: not sustainable for a pack-train). Depending on size, larger your mule the more you can carry. Smaller, finer mules handle rough terrain better.
You'll have to provide some fodder, if you're in a dense canopied forest. That's unsustainable logistically over long distances (your whole load gets eaten up by carrying fodder). Running/standing water may or may not be an issue (don't know the specifics of your forest; daily rains that completely soak in to sandy soil to a depth of 100'? rivers? streams?), but it'll need to be available, or you'll have to haul it. If you have to haul it, you're not going very far.
Mules like trails, game or human-made. They can do some cross-country stuff over rough terrain, but they don't handle the steepest slopes. Not an issue for the forest. You are going to have to watch the rotten logs and burrows. Burrows are known to trap hooves and break legs, I assume massive rotten logs can offer the same problems, a nice outside crust of hard wood, that won't take the weight and collapses, trapping hooves.
Goats get over tougher terrain than mules (ie: they do mountain peaks), and are far less ornery (depending on your mule breed; some mules are almost as nice as goats). They carry a little less (75lbs a side, for 150lbs total (your mule payload also needs to be divided in half for max piece size)), and won't be rideable by any reasonably large human (hobbits is fine). They're more aware of predators. Plus, you can get fresh milk on the trail. Goats can eat anything in the hemisphere they evolved in (destroy poisons/toxins), they run into a few things they weren't evolved for in N/S America, that you have to watch out for.
Consequently you might want something that was more designed for springing from trunk to trunk or at least a creature with feet designed more for gripping than hooves, which really evolved for open and relatively steady terrain.
Like springing from boulder to boulder? Goat's dewclaws prevent slipping, and the hooves are designed for gripping on slippery rock and ice, and they conform with the soft pads to any irregularities (which also increases grip). Split hooves spread force. They handle snow, and mud, and... they don't like crossing water (what?).
Goats handle icy mountains to hot deserts - although there are desert breeds and mountain breeds, and they don't do equally well in all the climates.
Spiders are predators, not sustainable in a pack-train (fodder issue times 100). Unless of course, your forest is teeming with animal game, all the time. Of course, what keeps your spiders from running away and eating well (if you unleash them for feeding time) or eating a delicious human.
Elephants might work, but they need pretty energy-dense food (or to be eating all the time). Also, they destroy trees (knock over to get delicious leaves).