It is not a "thought" that parasites are becoming resistant to the commonly used drugs. There is more than 15 years of research showing growing resistance. Strongyles are resistant to fenbendazole in more than 90% of the areas tested in the US and to pyrantel in about 50% of areas tested. Ascarids have been showing resistance to ivermectin and pyrantel for the last 5 years in certain areas and it's growing.
Please take the time to go to the horse magazine's website and watch the 1 hr presentation on Strategic Deworming that was aired in June of 2009. The newest recommendations on deworming made by experts in equine parasitology were presented: The Horse | Videos: Webinars
I deworm in the spring and fall with an ivermectin/praziquantel or moxidectin/praziquantel and then 0-2 times more during the winter months (that's when our highest reinfection rates are seen) based upon Fecal Egg Counts that I ran to see which of my horses were high, medium or low egg shedders.