Nugget doesn't need shoes. He's got an incredible hoof. (That is part of the reason our farrier suspects the draft blood in him.) He can go down the road, through the woods and into the river without any trouble. His hooves never split or crack and will only start to chip when the need trimming.
The TB, on the other hand, needs shoes. He has a very small hoof (even though he is much larger than Nugget) and has a tendency to crack. He is also very soft soled. I think this is a result of two things, one being the breed and one being the way he was raised. Racing TBs have shoes on all fours all the time. He never had to toughen up his feet. My son usually just puts shoes on the front now and he does real well.
We also live in an area that gets a lot of ice and snow. We pull the shoes by mid-November and usually don't have them on again until April or May. They don't need them in the winter and they can become like skates on the ice.