taking shoes off is probably best, neither of my horses have shoes on and i've never had this problem. however i have heard that putting kevon & bacon on them helps to stop snow and mud build up along with moisturising the hoof. i put this on all year round and it works a treat. hope this helps

Oil always help, if you cover your horses tail in it it stops mud sticking to it aswell.

 I find vasaline hard to apply but I've heard that if you use oil that can help, cooking spray might work too.  If your horse has shoes apparently you can hammer on the shoe and it will pop out.   The best thing though is to take shoes off if you can like marybee said.