Like GottaRide said, preparation is key to success.
As far as turnout suggestions, I use cornstarch to clean white legs. I just add water until I make a paste (really weird stuff, fun to play in
), and glob that onto the leg, and let it basically dry, and then brush it away. Legs come out nice and white. I'll usually do that the day before, and put stable wraps on overnight to help keep things clean, and touch up with Cowboy Magic's Green Spot Remover if I need to.
A little baby oil around the eyes (careful in the application, here) and muzzle can look nice on some horses, especially bays and blacks with a lot of contrast from skin to hair. My chestnut guy... well, he only looked sticky with it, so I started leaving it off unless we were at a bigger(-by my area's standards... still pretty puny
) show. If it's really dusty, the oil can attract that, so use some discretion according to the day's conditions.
I like to us a dab of (human) hair gel when I braid or band. Basically enough to make my hands tacky and hold the braid sections together a bit. A spritz of hairspray when the job is done can help, too.
If you have the facilities for it, bathe the horse a day or two in advance and blanket/stable until the show. Cuts down on work show morning (unless you add in time to work excess energy off, depending on the horse), and lets the oils of the coat build back up some for a more natural shine.