I use thermatex leg wraps and find them quick, easy and warm. I always wash the mud off my mare's legs in winter, give them a quick towel dry and put the leg wraps on. I leave them on all night and remove them in the morning. I find this system works well for my horse.
I use stable bandages sometimes as my mare's hind legs are prone to filling when she stands in. Depends what you want them to do really - I can't imagine most wraps being firm enough to do what I need them for.