I use MSM, I recommend it. One of my geldings has arthritis in his hocks, and was very stiff when I bought him. I started him on MSM daily, and now he walks fine.
Some MSM you have to watch out for because the way its processed its left with impurities which can inturn harm your horse more than it does good. Do you research on any joint supplement or MSM product before you buy. I went to a vet conf. and there was a specific company who made msm, but can not remember the name, who told me the exact process to making their msm product.