Horses naturally provide blankets for themselves, they get winter fur. So if you are alright with having a horse with winter fur and enduring the whole shedding thing come spring time, then I wouldn't recommend blanketing her. If you show in winter time and don't want the winter fur, then yes, I would blanket the horse. Also blankets can get your horse very sick, blankets make the horse sweat and then the sweat freezes on the horse, thus giving them pneumonia so be careful if you do blanket your horse.
"Doing what you like is freedom, liking what you do is happiness."