The world of supplements is a super confusing place. While many trainers tend to throw you towards the four winds (or just the opposite, tell you EXACTLY so help them god what to buy) I feel that supplements, when used with restraint can be beneficial and help you to help your horse.
Supplements come for a lot of different things;
Joint Supplements: used preventatively in young horses or hard working horses, or to make horses with stiffness or arthritic changes more comfortable
Anti-inflammatories are a sub-group of joint supplements - they work to make the horse more comfortable but don't do anything to improve the condition of the joint.
Hoof Supplements: These supplements help your horse grow better hoof, helping him be more comfortable bare foot, hold on to his shoes better or just improve his general hoof health. It's true what they say about "No hoof, no horse!"
Calming Supplements: I've never used one of these, but they contain ingredients that help your equine athlete focus, stay calm in new and scary situations and help them get over the boogie man in the corner of the indoor arena.
Digestive Supplements: Like yogurt for your pony, Digestive supplements contain pre and pro biotics to help your horse get the most out of his feed and help avoid problems like ulcers.
Coat Supplements: Coat supplements help your horse grow a beautiful, shiny, soft coat. There are also "color enhancing" supplements, like ones that can help keep your black horse black - and not that lovely brown/yellow/orange color he fades to...
Other types of supplements include supplements for moody/crabby mares, fly resistance, electrolytes, tendon and muscle supplements and vitamin supplements that can fill in the holes of a hay-fed horse's diet.
Smartpak is my supplement supplier:
They have fantastic service, a fantastic selection of supplements, a fantastic shipping deal called "Barn Buddies" and fantastic deals that go with that.
And no, I'm not getting paid to say this. I am that annoying customer who uses/abuses all of smartpak's services. So Foxie's smartpaks get shipped, along with, say, a tube of wormer and a pair of gloves for me, and they ship free, either to the barn to to my house. Plus, I get a reminder email before they ship so I can last minute throw on a saddle pad or something else - and get 10$ worth of personalization for FREE, and when I buy the smartpak brand (which I do, because they make great stuff) I get 10% off because they're awesome like that. They even personalize fly masks, which I plan to do next summer to help keep things straight.
Did I mention that your supplements come in Smart paks? That's the best part. Because I board, I have to trust others to feed my babygirl every day. And no matter how wonderful the barn staff is, no one has the same idea of a "scoop" - one girl's almost full scoop is another person's heaping. Plus, Foxie does best on a "1.25" scoop of her MSM, and that isn't something that's easy for the barn staff to do. And I hate doing "baggies" and having to spend a ton of time and money putting them together.
Smartpaks come in sealed containers or "wells" and all you do is peel off the top part and pour.
Easy as that.
No need to make annoying barn signs to tell the staff you change your supplements. Just change them in the paks, and they get delivered and there is no question as to the administration. Easy peasy.
My experience with supplements is as follows (and it is a weird one): Foxie got put on Smart Maintenance (a low level joint supp) after her DDF injury to help her heal. She was on it for a while, and then I switched her to Smart Tendon, as she kept over producing joint fluid. The smart tendon really didn't seem to do much for her... and being cheap (I was paying a LOT for board at the time) I moved her to MSM granules... and suddenly her swelling, which always looked like an old bow, was down. I kept discovering "leftovers" in the bottom of her feed pan, and so we switched to pellets. Then I bumped her up to the 1.25 dose (at the time, I didn't know she was 1200 lbs!) and magic again - the swelling went completely away. MSM seems to work really well for Foxie, and since she doesn't have any apparent arthritis issues, we're planning to keep her on it for the future.
Intermittently she also gets a coat supplement- I use SmartShine or SmartOmega3 to give her a little boost over the winter, or to help her shed out from a clip. Now that she's no longer a show horse, I used the Omega3 supplement to not only help balance her out (omega 3's help with the inflammatory response, which in Fox tends to be reactive) but it also has pre and pro biotics, which I felt was a good choice after a summer of being on bute before we switched her to the safer pain med.
Fox is a very, very low maintenance horse - we've done Adequan IM only to help her comfort levels after the suspensory injury (and boy, did it help!) and as of now, the Previcox pill is a better choice, as it helps her with discomfort and is more affordable than the Adequan.
For most horses, I think you just need to have a careful eye - try supplements before injections, but consider that maybe, if you're feeding an very expensive supplement, that injections alone may be more effective for the horse and the use of your $$$. A lot of times, good feeding and proper nutrition can make up in the hoof and coat quality that you find lacking, but if you have checked with a feed specialist, knowledgeable trainer or friend etc, and can't find any holes, a supplement may be what you need.