depends how much you want to spend really, I have been told by several people that thermatex or Mark Todd Coolex rugs are the best coolers to have, they wick away the moisture while allowing the horse to cool slowly and not get a chill. I'm going to get one but they are between £70 and £100 depending on where you get them - eBay is probably the best bet.
I have found a fleece does a good job as does a waffle rug (i use both at the moment). I also go for a thatched "string vest" under another sheet if my horse is wet from rain, which is the cheapest option.
I love my shires thermo quilt its quite a heavy fleece so is brilliant for the winter and in the summer i have got just a cheap wheatherbeeta cooler that does the job x
Thermatex all the way if you dont mind paying a bit extra (or look on ebay!). They do a variety of weights depending on the time of year, but they are excellent. Otherwise - I go a Bucas one free a couple of years ago and that is also excellent and cheaper than the Thermatex
Thermatex is the best I've ever had; tho' not cheap. Problem is that I had it for my old horse who had to be PTS and now I can't bear to see it on anyone else - pathetic I know.
I got a cheap and cheerful fleece for £20 at a show and that's been good, having said that. The advantage is you can just bung it in the machine when it gets mucky.