I am planning on rugging my mare with foal at foot she is usually stabled and rugged during winter and would be in at night by now normally. as foal at foot and want them to stay out over winter as long as possible otherwise will have to move yards which is ok but no other mares and foals to turn out with at other yard and foal will be turned out at weaning so best for the little one to stay out until then will rug foal as well i expect.
There is pros and cons for both putting on and leaving off. If you do rug a brood mare make sure there are no leg straps on the rugs though as little one could get stuck.
It's turned a bit nippier at night now and I had a practice rug session yesterday, the colt was absolutely horrified when his Mum turned purple! It took about 5 minutes before he discovered where the milk was though and he's fine now.
I just take off leg straps and make sure that the surcingles are snug. Never had a problem before.