If your barn is not insulated, consider adding some to improve the air quality inside. Resist the temptation to close up every hole and crack. Leave some openings to allow air flow. The extra couple of degrees of heat that insulation helps conserve in the barn can make a more comfortable environment for your horse. It also will help keep your water pipes from freezing in the winter, reduce condensation on the walls and ceilings and keep the barn cooler in summer.
For more information, please read the story Preparing Your Barn for Winter.