Brushing, polishing with a rag, and giving a nice sudsy bath (i use a mixture of shampoos, change it up - I use Dove, Mane n' Tail - and add in some conditioners too. I like to make up concoctions :P)
I'm also a huge fan of Healthy Haircare Coat Care moisturizer. Its pink coloured, and you mix it with 1 part solution, 7 parts water. Its fantastic. I use it everyday all over the body, after bathing/riding/grooming and it helps them stay clean for days. Their coat will gleam - and it smells wonderful. Fairly inexpensive too.