Julie, I've had lice here before, I bought a Mini or two that came with them. Lice are much, much more common in Minis, I think it's due to their thick winter coats, they are soo dense, the perfect hiding ground for lice.
I only treat if needed, but I prefer to treat with ivermectin dewormer, rather than the topical chemicals. I felt it was safer for pregnant mares and youngstock.