My horses are all glossy too, except the fleabitten grey. His coat doesn't look glossy so much as it just looks incredibly healthy with a nice sheen.
No supplements except for the MSM I have the older gelding on for his arthritic hocks.
I think we over supplement our horses. SmartPak is making a fortune selling supplements that horses don't really need, to people who think they're not good owners if they don't stuff this junk into their animals.