There is no such thing as a bombproof horse, only bombproof riders. Personally, I think the best way to "bombproof" a horse is to ride it - everywhere you can.
Although many folks say there is no such thing as a bombproof horse, there are some that come extremely close.
In my experience, the two most important factors are:
1) Experience, which is a combination of age, miles under saddle, and having been ridden in a lot of different environments (e.g. trails, roads, neighberhoods, wind, rain, snow, etc., etc.).
2) Disposition. Some horses just 'have it' and some don't and although you can work a lot of the spook out of most, it's may never be quite gone, and there is nothing you can do about it.
Keep in mind that desensitizing at the barn/in the arena is a great start, but the horse still has the 1) comfort of home, 2) no rider to think about (assuming you are doing this as groundwork) and 3) probably buddies around. When on the trail, with a rider, and no buddies around, don't expect your horse to react to your monsters the same way it does in the arena...the real world is different every
ride, and only many, many miles under saddle will get you to that point.