Anything and everything you come across. I bought my horse new boots the other day, and he was scared of the packaging... so I taught him not to be afraid even when I was walking circles around him clapping the packaging together. Same with a plastic bag from the feed store, and the empty water bottle after our ride, pebbles in a can (that's a good one), flailing a lunge whip around him... etc. The key, however, is not to persay "scare the crap" out of them, but to be very rhythmic and consistent. Don't sneak up, rustle your bag and yell boo-- talk calmly and smoothly while consistently rustling the bag to let your horse know that even though there is a terrifying scary thing in your hands, he can trust you to stay calm and keep him safe.