For my horse, who tends to be underweight, I give him 1 3/4 cup of 14% (regular is 12% usually) protien of grain, 1/2 cup of beet pulp, and 1/4 cup of rid bran and it is doing wonders with him. I'm about to up the quantity of rice bran and beet pulp but still I've had him on that for only 1 week and he looks fairly good, though I still want him to have more weight on him, but he could be fine the way he is.
Since you have an OTTB I'd probably stay away from sweet feed or senior due to him getting hot...unless you want him to be hot hehe. Rice bran has all the nutrience (so I read) that grain has, but not the side effect of making your horse hot.
I've also heard (my BO does this for her horses in the winter when they get ribby) that corn with their diet helps with gaining weight, not sure if it's true or not. Sonny (my horse) has corn in his grain, but just grain alone did not have him gain weight.
Also offer your TB free choice hay...if you are boarding and that is NOT possible at all, then give him at LEAST 1 bale a day. My BO throws in a whole bale for Sonny in the morning and when she comes to feed at night and he has none left she'll throw in half a bale (or was it a full bale.....I dunno hehe).
Hope I helped a bit
Oh, there's also the Weight Gain supplement but never used it but I've heard good things on it