alvahorse - relatively expensive, but the 1L bottles last my two horses all winter, and i use two over the summer when i'm competing a lot. lasts ages. smells good, keeps mud off, keeps dust out the coats, great.
or wahl easygroom is good too.
people say that cowboy magic is good but have never used it myself.
When I am showing and wanting the ultimate finish I use the Alva products (expensive but worth it) and Supreme Sparkle on the mane and tail - I have a gypsy cob so need to show off these to their best. Absorbine Show Sheen Hair is also really good and my second choice.
For daily shine, Chancer is fed black sunflower seeds and linseed and in winter I will put a little pig oil on a cloth for a quick rub over - also keeps mud sliding off the coat in the winter.
You need to start from the inside with feeding, good grooming and not too much bathing and then when needed, the grooming products.
In winter you can also hot towel a clipped horse to really bring up the coat. I used a little dettol, some lavender, peppermint and tea tree oils and the smallest dash of shampoo to do this.
Finally have a bay or black horse as they shine up the best - but I do get a good gloss on my skewbald - even the white areas.