If you are intending to clip your pony throughout the winter season, it is advisable to clip as early as possible, before the really thick under hair starts to grow. This will make the job so much easier and quicker.
If it’s a mild Autumn, why not clip the whole body coat off and then clip in a trace/blanket or bib type clip on the second clip if you want to leave them with some hair on. This means that you won’t be left with a thick ledge of hair when you clip the lines in on the second clip.
You may have to use coarse blades on really thick coarse hair, particularly if clipping has been left until later in the year. Coarse blades are good on hairy legs, giving them a good tidy but not leaving them with too close a finish. Medium blades are good for a tidy finish leaving around 2mm of hair. Fine blades will give you a very close finish, so use these with care. If clipping a “white” horse, use medium blades all over. If you use fine you will be left with teeth lines showing for a week or so.
Make sure you use a proper clipping oil whilst clipping and oil regularly, at least every 10 minutes, checking that the blades are not getting too hot. Keep a spare set of blades handy to swap over to if they do get too hot or for the head and sensitive areas.
Check your tensioning, and replace tension set each clipping season. If you are unsure how your machine tensions, ask the manufacturer or clipper specialist for advice.
Using a spray in coat sheen before clipping will help the blades glide through the coat more easily.