Winter Horse Keeping At Home

This is the first winter we've kept horses at home for a few years. We've been boarding all three of them for the last few winters so we'd be able to ride them in an indoor over the winter. This year just Rogo is boarded and Dan and Savanah are at home. Doug and I love having them here. It feels empty when there are no horses in the back yard.
They've had a very easy winter. There's been a lot of ice and I've been driving so much to ride Rogo (a round trip is 3.5 hours) so this translates to time off for Savanah and Dan. I must say though, it is very tempting to jump on furry Savanah bareback for a heated seat ride.
We've done a few things differently this winter than we did other winters when we had them home. One of the biggest differences was that we rarely put them in. In the past, after about the first week of Oct., we'd lock them in their stalls every night and let them out in the morning. This year they may have been put in for the night about five times - only when it was REALLY cold or it was raining or snowing. They can go in on their own and we clean and bed their stalls everyday, but we don't lock them in. We're basing this on research reports we've read that it's healthier for them. This is very easy for us to do, because their stall doors open onto their turn out. They have heated buckets in their stalls and we can feed them in their stalls or throw hay outside on nice days.
I'm thinking about offering outdoor board as an option at the facility we're building. I'm curious about how people do this when the turn out isn't attached to a barn. I know that run in shelters are required, but how about water? I guess it would be necessary to run electricity for heated water tubs? And I wonder if it's standard to give free choice hay to horses kept outside 24/7? This would work for Dan, but Savanah can't have free choice hay. We tried it one winter and she ate steady and blew up like a beach ball - decidedly unhealthy. Also, we put our horses in when it rains or is below -15 or so (depending on the wind). Do some people leave them out regardless of the temperature? What about blankets? Savanah is like a wooly mammoth, hates blankets and they would be counter productive. Dan doesn't get nearly as thick a coat and loves his blanket - he gets in a snit if we're late getting it on him and then is happy and sweet once it's on. If they're out 24/7 how could you be sure they were dry under their blankets, that they weren't over-heating, etc.? I wonder if it would end up being more work than keeping them in a barn at night, because you'd still need to carefully monitor and check their needs, but it would be harder to do.
One of the other big changes we made was switching to haylage. We thought we had an agreement with our hay supplier to sell us hay all winter, as required. This solves the need to store large amounts, but mid winter he told us he'd sold all the hay. Not a good system it turns out. So we switched to another supplier who had only haylage. This is out first time using it. It was strange in that the the horses wouldn't touch it for about 36 hours (we still had hay left and gave them that). Then, they started gradually picking at the haylage we'd put out and fairly quickly they couldn't get enough of it. Now they love it. We feed a little less than hay as it is higher in calories. The up side of haylage is that it isn't dusty at all - I love that. Now they are completely on haylage (after a period of easing them onto it), are the same weight as before and look great. To be honest I think I should have done a little more research, but I asked horse people I trusted, read what I could and proceeded. It wasn't new to Dan as he was fed haylage when he was at Joan's. It was new to Savanah though and I need to be careful with her as she's colicked in the past and also she's a very easy keeper. I suspect she could get laminitis easily. One option would be to get the haylage analysed at the agricultural college so we'd understand the calorie and nutrition content, and plan from that in consultation with our vet. Great intentions but since it's working out I haven't made time. We'll have to figure out something else as the weather warms up because haylage can mold quickly once it's opened (in the cold weather it hasn't been a problem) and with only two horses eating it it is likely to mold before a round bale is finished once the weather gets warm.
Here are some pictures I took with my phone today. You can see that spring hasn't come to Nova Scotia yet.

Here is Savanah eating her haylage and looking very happy and hairy :) I wish I had a better picture of her face. She truly is wooly and I think it's quite beautiful. For comparison purposes I included this picture Maria Casey took of her in the fall (below). What a difference!

Then there's Dan munching away, and a picture from my office window so you can see how wintery it still is.
I'm very interested in hearing about how you manage horses in the winter and anything you do to make the job easier.