You should do as you like, and not worry about it.
My gelding Mingus sheds out to a slick, shiny coat -- shorter than could be clipped with a 10 blade -- and I've shown him in AMHR shows in his natural coat. He doesn't completely shed until mid-June, however, so I have clipped him for early shows. His shedding is no different whether I do a full body clip, a ead-an-neck clip, or leave him natural.
I'm sure every judge has a different opinion, but I had one well-known judge and trainer tell me she wished people would get away from the extreme clipping and balding. Another judge saw Mingus outside the show ring (after the show) and complimented my clipping job (he was in natural coat). Different horses have different coats, and I couldn't do this with my other two, even my ASPC Classic Shetland.
The most important thing is to have a clean, healthy horse whose coat reflects his or her good health, and to do what makes you happy.
Edited to add: When I say natural, I mean natural body coat. For shows, I do trim bridle path, throatlatch, fetlocks, whiskers, and the like.