God, I'm such a perfectionist! I can't even stand my brushes to get dirty!! We have a very small paddock that gets very muddy in the fall and winter. My pony is constantly caked with mud. I just curry and use a shedding blade (very lightly) to loosen the dried mud. Every weekend I try to hose off his legs and scrub with shampoo and then dry them real well. --Honestly mud doesn't hurt as long as it is scrubbed off frequently, it isn't irritating the skin and oxygen can get to the skin.
Personally I think turn-out boots just keep the dirt near the skin. Since our paddock/pasture is so wet i'm constantly using thrush tretments on my mare. So just keep an eye out for thrush! I've never had any issues with skin problems due to mud/wetness before though.