I used Grow 'n Win for a few months to see how mine did on it, and it did nothing. It's crazy high in protein and not what you want to use unless you need to, IMO.
I used Safe Choice to put weight on my Thoroughbreds (ages 5 and 7), and still use it with them now that they're up to a normal weight. What I like about it is that it's so versatile and can be fed to almost any horse. Before I used it, we had six different feeds to keep track of. My senior got Nutrena Equine Senior topped with oats, my Thoroughbreds got Nutrena Prime (which is also a good feed for putting on and maintaining weight for horses in their prime) and beet pulp, my mare with a foal at her side got Nutrena Mare 'n Foal, and my 7-month old colt got Foal Starter. With Safe Choice, I can feed 7 horses on 1 feed, they eat a bag a day total, and they're all at good weights.
One thing I found to be true is that even if you're feeding the best feed in the world, it doesn't do ANYTHING if you only feed it once a day, no matter the quantity per feeding. What really keeps their metabolism working and puts weight on them is multiple feedings per day of smaller amounts of grain. If you can feed 4 servings of a pound each time, that's a lot better than one feeding a day of 4 lbs. Space it out.
Hay is also a very important factor to consider. Good quality hay is going to make the difference. When my farmer's out of second cutting, my horses drop weight very quickly until I can find another farmer to deliver second cutting. I like a mix of grass and Timothy, it should be soft to touch and not prickly. A nice green color, not yellow. My horses all have free choice hay, which helps especially in the winter months when they have to keep eating to stay warm.
I like the round bale idea, when I can get one I put it under the awning so they can nibble on it if I'm late to feed, they're not going to founder off of it because it's not too rich, and they enjoy always having a source of hay available.
I mentioned beet pulp before, and I like what it does for their weight, bit it's a pain to make and soak and clean up after. I used it on Excel when he came to me off the track and it worked great, but I dropped it after a few months because it's such a pain.
Oats are a good topper to feed in addition to grain, it's a nice treat for the horses and it's good for putting weight on.
One thing I was really impressed with is corn oil. It puts weight on them very nicely and makes their coat super shiny. I buy the huge containers of it so it lasts a while.