Around here, I rarely see it.. I agree when people say it depends on the horse.
Personally, I'll definitely be blanketing Indie throughout the winter.. currently, she's wearing a rain sheet (no fill) because it's been quite rainy lately combined with a bit of wind at night. (she's still a bit skinny and we're trying to get weight on her, so it's easier when not all the calories are spent trying to keep her warm).
In the summer, I have a fly sheet for her because we suspect that she's allergic, as she came to me covered in hives.. and once we threw a fly sheet on her, there was a big improvement.
This winter, she'll wear a heavyweight blanket because we're presuming she'll still be on the slim side. She'll also have a stable blanket for days/nights when it's too cold for them to be outside.
Forever loved, never forgotten; my beautiful Indie. <3 Hoofprints on my heart.