BOSS (black oil sunflower seeds) help a lot, it's high in omega fatty acids. So does oil in their diet. Can be veg. Oil, rice bran, flax seed. There are other things I just can't think of right now. Grain can add shine too.
A good shampoo and rinse helps, but I personally like the shine to come from within, thus the above feed. I use 1/2 cup BOSS and 1 cup rice bran. Also I feed a supplement that is high in omega fatty acids. Need to watch quantity though, or horse can get fat! :o
(Christy is much thinner than in the pic now. :) )
Also the omega fatty acids will make the mane and tail shine.
And, make sure horse is dewormed on a regular schedule, worms can make their coat very dull, among other things.