Aloe vera shampoo is really good for the skin. (That's proper aloe vera, not random shampoo with aloe vera in it!). You can also give liquid aloe vera as a feed supplement. My pony had sweet itch and constantly dry skin, and aloe vera was like a miracle for him.
Micronised linseed makes a big difference- this year my cob has had nearly no mallenders/greasy heel issues and he has very little scurf in his mane and tail so far.
I am also putting oil-based leave-in conditioner in his mane and tail, which seems to help with what little he had.