This is a topic that comes up amongst horse owners all the time and as far as I'm concerned ther is no definitive answer. I think the only way to answer it is depends on your situation. I personally don't blanket my horse, I believe going au naturel is the best way for me and my horse. In southern ontario we have cold damp winters with lots of snow sleet and icy weather. Horses need to get out of this weather so for me a large run in with fresh water, bedding and free access to hay and some room to run around is all he needs. I don't show or do a lot of ring work in the winter and only ride during the day on weekends. I try not to get my horse to sweaty but if I do I towel dry him and walk him out maybe tie him up inside the run in with a blanket on to help cool him out. When I am satisfied he won't get a chill I turn him loose to do as he pleases.
Now if I did ring work 3-4 days a week and stalled my horse I may want to blanket and clip him. This will save you a lot of time trying to cool out your horse.
Bottom line do what you have to do to keep your horse from being sweaty, wet and cold. Horses are equipped naturally to deal with this given the chance to reach appropriate shelter but if we take them way out of their natural element then we must intervene to the appropriate measure.
Barns are for people not animals.