Well there's always quality hay and lots of it. You could also try a probiotic, if the microflora in the hindgut aren't working properly a horse can be hard to keep weight on no matter what you feed.
Sugar beet isn't supposed to be heating but I know a couple of horses who do heat up on it. Their owners feed unmolassed sugar beet instead (it's white instead of black, looks odd) and that seems to solve the problem.
Amanda