I've always had luck with a soft rubber curry comb. My big mare is always muddy, even when it's dry because she rolls in the pond, and plays in it regularly. I just take my soft curry comb and rub it up and down on her legs. She seems to enjoy it because she always make "grandma lips" as my husband calls it. She even bobs her head up and down as I do it.
If it's wet, I wipe the worst of it off with a towel and then wait for the rest to dry. I always brush his legs with a soft curry comb at the very end of his grooming. Then I take a stiff brush and scrub it back and forth along his hooves to scrub off the mud there and shine them up.