I live in Minnesota, where it is going to be below 0 tonight, way below!!
:arg!
Anyway, I do not blanket my horses, nor do I have the horses inside the barn. I used to breed Morgans for 10 years and never blanketed them either. As long as a horse has shelter to get into when they want to get away from the wind, rain or snow; they do not need to be blanketed, and the vets say it is healthier for them too.
A horses winter coat is made to stand out and look fluffy. This gives them the insulation they need to withstand the cold. When you put a blanket on them, it flattens the coat, thus flattening the insulation. I have seen many a shivering horse with a blanket on.
If you want to keep their coats shorter, then yes they need to be blanketed. When I had hunter jumpers years ago, we clipped them to keep their coats short and then we blanketed them. since we road and trained all year, the winter coats would get too sweaty and took hours to dry out, thus clipping and blankets.
I have over 40 horses here, from yearlings to 20 years and they are all doing well and not one has a blanket on. Just make sure that they get extra hay in the colder months to help fuel the inferno inside their tummies.