Years ago I used to use shipping boots, this is when I hauled with a 2 horse straight haul. Everyone used shipping boots. Then as slant loads became more popular, I saw them less & less. I read several articles regarding this, saying shipping boots could be the cause of a horse scrambling & be more of a problem than a prevention. When I sold the 2 horse & got a stock trailer, I stopped using the shipping boots/wraps & never had a problem. Been over 20 years now & never had so much as a scratch on a lower leg, or anywhere.
If my horse is alone he'll be naked, except for a sheet/blanket if the weather warrants one. In the summer time, when we leave the windows open, I put a fly mask on him to keep debris/sawdust/bits of hay out of his eyes.
If there's another horse next to him (in a 2H SL) he'll get shipping boots put on at least his hinds because our divider doesn't go all the way down to the floor.
Long trailer rides (3+ hours) gets him standing wraps and bell boots, tail guard and some halter fleeces.
I have put hock wraps on a horse who liked to kick the ramp when it went up, as well. But, that was a one-time deal.
I have a head bumper, but haven't only used it once on my mare, who rarely goes anywhere (i.e. She hasn't seen the inside of my trailer in 2.5 years).
I never wrap my horses to ship. My friend was a religious wrapper and one of her horses' boots slipped down during a trailer ride, the horse next to him stepped on it, which freaked out the first horse, and long story short...both horses had to have stitches from thrashing around. If my horses are wearing shoes, I put bell boots on, but that's it. I have a 2h straightload, with a divider that doesn't go all the way down to the floor, and I've never had a problem.
I do use a snap on bumper on Charlie if he's in a particularly psycho mood. We had a bad accident when a friend of mine hauled him in her slant load. He freaked out because he couldn't see behind him and threw his head up (he's 17.1/17.2) and put a hole right on the top of his poll. But he's gotten better so I use it less and less. It's a good (and cheap) thing to have on hand. But I recommend getting one that snaps to the sides of the halter and not one that has to be threaded to the halter. That way they don't have to wear it any longer than they have to.
Sheets or blankets depend on the trailer's insulation and the weather. If it's super hot, I don't put anything on. During the winter, I'll put a light stable blanket on my one horse, Jester, who hardly grows a winter coat. You don't need a special blanket/sheet for trailering, the normal one they use will work just fine.