I think much depends on where the arthritis is setting in - Adequan and Legend (Legend is the more affordable of the two and has a good rep) injections aren't cheap and I found them to be limited to hips, stifles and knees for pain relief. Other more affordable items I've used with limited effectiveness are Glucosamine Sulfate or MSM. A popular home remedy is cod liver oil but I've never tried it.
Such things as a balanced diet with the right calcium phosphorus ratio, blanketing in Winter as well as providing sufficient shelter from the elements, mild exercise balanced with sufficient rest, prevention of an overweight condition, stretching and massages, and keeping feet trimmed and balanced goes a long way and costs next to nothing.