Apologies for the book, but I find horse feed and additives to be a very interesting topic...
I have Caly on unlimited high quality grass hay (never had it tested, though, as our source for hay changes regularly). To supplement, I give her about 3 lbs Purina Strategy Healthy Edge (has less protein and more fat than other pelleted feeds) per day, and a straight biotin supplement for her hooves.
I just started her on the Omega Horseshine supplement, as I have never seen a product get so many good reviews, both from people that I know personally and those online. The price is very reasonable compared to other similar products (if you purchase it from somewhere OTHER than its actual website). It contains flaxseed, which is good for many parts of the horse- mane, tail, skin, coat, joints, etc. It also contains Omega-3,6, and 9 fatty acids, as well as other things that benefit the overall horse. I cannot give you a complete review as I only started her on it about 2 weeks ago... But I can already see more shine, even though I have changed NOTHING else (no baths, same amount of grooming, etc.). Two weeks seems awfully soon for it to get into her system though, so maybe my mind is playing tricks on me? I plan to compare "before and after" pics in the next few weeks.
I've also heard that straight flaxseed can be a good additive and is less expensive.