Thanks everybody, and I'm going to ask if he can be stalled at night and turned out during the day with a couple other horses. The barn owners are very open to new things (as nobody else has asked for this as of yet) I think that that would be the best option for my horse, as that's also the schedule that he's already used to. And MyBoyPuck - I've always blanketed him, and he's never grown an incredibly thick coat or lost a significant amount of weight, but he sweats a lot in the winter when he gets fuzzier, so I try to keep his coat length down which helps a significant amount and instead just blanket him heavily. (Which is why I want to shave him this winter, plus we might head to a couple shows)
Edit - I live in Colorado, just to throw that out there.