Up here in Northern Indiana it can get pretty cold, especially since the stables is less than a mile from Lake Michigan!
If it gets super cold and blizzard-y the horses get to stay in and paddock groups take turns ruining our indoor arena. Lol
But if the weather is decent they go out. They don't have shelters, so we put blankets on the ones who barely grow a coat, the ones that colic when the temperature changes, and the ones that shiver even though they have a full coat. I put one on all of mine because if they got wet it would make them colder, and I'm not always there to bring them in if they start to shiver and get cold. Especially my warmblood mares. My geldings (qh and standardbred) get the thickest coat, so I don't worry too much about them.
I'd say we really don't start blanketing any of them until around Jan. Into Feb. And stop around early march.