Until I moved to OK where there are blister beetles all I ever fed was alfalfa. If your horse is an easy keeper, you might want to use a combination of alfalfa and some kind of grass hay that they use in FL. My horses did not do well on just grass hay and I now feed Strategy in addition to free choice grass hay and they are fine. I WISH I could feed alfalfa here, it's so much easier than trying to balance out their ration on grass hay, but I think it's all in what you and your horse are used to.
The other poster who recommended taking a week to transition your horse onto the new diet was right on. In additon, when he comes off the trailer, he'll probably look sucked up because they frequently don't drink enough when travelling. I'd make sure you gave a nice bucket with plenty of salt in it, I like to make a mash and salt it pretty heavily, to make them drink. They're more likely to colic because they get dehydrated than because of just about anything else.