We don't have blankets on either. Though I do have them "just in case" but I think he wore his blanket once last year and that was because we had below 0 weather with an ice storm and severe winds and he, of course, refused to use his run-in! I try not to stall him either. We have a run-in and if the need were to arise, we have a large box stall for him, that I did use last week during the hurricane that we had! Other than that, I try to keep him as natural as possible! No shoes either, we're barefoot!