I feed my boys black sunflower seeds and instant linseed - even with my minimal winter grooming (they get one good session a week and mud flicked off the rest of the time) they have very glossy coats.
You can add a dash of pig oil to a little warm water and wipe the coat with a soft cloth - helps to prevent dirt sticking and gives a shine.
Finally - if you have the energy lots of grooming and strapping - combined with a good diet = glossy coat.