There are a few things that can help improve your horse's shine. A well fitting rug is one. Using a shine enhanced shampoo/conditioner and not excessively brushing your horse. I know it seems like the smart thing to do, but really it helps the horse. It keeps in the natural oils that help make their coat shiny.
But if she is completely dirty then brush her of course :).
Feeding a balanced diet can also help. My boy is shiny just on chaff, pellets, soy and hay. But he is naturally shiny. For horses that need that little bit extra shine, try feeding stuff like Copra, Omega3 Oil (its good for the joints too), Groom, Livermol. They're just a few products, but there are literally hundreds available on the market.