If he's kept with other horses you have to make sure it's strong (denier) and then you can choose the amount of fill. That will depend on where you live. Be aware that horses get hot, and used to blankets, so on days that aren't cold you'll have to unrug, but you must keep rugging through winter as the horse is used to it.
Also note, it's generally thought that while rugging flattens a horse's coat which makes it appear shorter, it doesn't effect how much coat they grow, which is thought to be dictated by genetics and light.
Daylight hours dictate the length of the horse's coat. A horse has the ability to stand the hair up to trap body warmth, or turn the hair to catch cooling breezes. Blanketing often causes a horse to overheat because it is not able to regulate it's body temperature. Overheating can lead to dehydration.