There is a vast range of different types of shampoos for horses - anti-bacterial, colour enhancing, insecticidal, conditioning, herbal, stain-removing. You name it, we've got it!
When choosing a shampoo take into account the horse's skin condition. For instance, if it is dry and itchy you may want to try a non-allergenic moisturising shampoo, and resist bathing him too often to give his coat a chance to be replenished with its natural oils. A horse with ringworm may need a medicated shampoo, while if you are bathing your horse for cosmetic effect for a special occasion you'd go for a colour-enhancing shampoo with optical brighteners.
Whichever shampoo you choose, make sure you rinse well after bathing your horse and don't bath him in cold conditions.