I usually just feed alfalfa pellets and beet pulp, but ran into some problems recently and have had to up the ante.
I have one two year old colt that is allergic/sensitive/can't tolerate/process alfalfa - we nearly killed him before the vet figured out what was wrong.
Horses lost a LOT of weight while we were on vacation for two weeks because the person paid to take care of them didn't.
I have one mare nursing a foal that was born after the mare lost so much weight - so it's really an uphill battle for her.
With that in mind, we've added a feed called "Paddock," which is for broodmares and performance horses. We want the horses to regain the weight they've lost, and it's going to take some time. The nursing mare is holding her own and very slowly gaining weight and the filly is growing like a weed, so the program is working for her.
The "sickly" colt is gaining weight quite well, but we are going to have to find something better for him that is not grain based once we get him back to a decent weight. (I wonder if they make pelleted hay out of anything other than alfalfa?)
BTW - we recently added a product called "Omega Shine" (has lots of flax meal) to their diets. The jury is still out as to whether it will help anything. Since we've always been using Red Cell as well, I hope we're not overdoing anything, but we've got to get the weight back on the horses.
Needless to say, they also have free choice hay all the time - even the ones out in the pasture that have lots of grass. (and their favorite food out there is...poison ivy!!! Doesn't bother them, but you should have seen my hands when I groomed them before realizing what they had been eating and rubbing up against. Vet says it not only won't hurt them to eat it, but it's very nutritious. Guess it's one way of keeping the poison ivy in check!)