IMHO horses can get all the nutrition they need from good quality hay. I do give mine a salt/mineral block as well in the summer but that's it. Ditch water and grass/alfalfa mix hay. Never had a problem. Everyone is happy and healthy. I think grains and supplements make us feel like we are really "doing" something for our horses. Mostly it's just "doing" something to our wallets. Like I said though, just my opinion.
A quick note on pellets vs cubes... I live by a hay processing factory. They do cubes and pellets. Both have the same nutritional value. Both are processed from the same hay. I talked to the guy who runs the place and he said they use very low heat in their processing to keep the nutritional values high in their bagged feeds. Not saying every place does this but the biggest difference in pellets and cubes is personal preference. I buy pellets if I'm going camping in a "weed free" area (National Parks etc) because I think they are easier to use than cubes.