Depends on how filthy they are
A typical grooming at the moment starts with a shedding blade to help get rid of some of the loose coat, and to remove mud. On bony or sensitive areas, I swap it for a rubber curry comb. I normally start on the left at the neck and do all of one side before swapping to the right.
When I'm finished with the shedding blade, I use the stiffer edge of a boomerang brush as a dandy, and use it alongside a plastic curry comb to clear some of the hair clogging it up (my metal curry comb died about two years ago, and I've never bothered replacing it!).
After the boomerang brush, I use a body brush (sparingly, as my horses are grass kept and a body brush takes the most grease out of the coat). Then, I use a soft face brush on the face, jaw and behind the ears.
The next job is picking out the feet.
For the mane and tail, I use a spray conditioner and brush out the worst of the tangles with my fingers, then use a human hair brush (the kinds with bobbles on the ends of the teeth) to comb through. I never ever use a plastic curry comb on the mane or tail, as they tend to break and damage the hair. If I'm being really thorough, I use a stable rubber to give the coat a last once-over, then use a water brush to lightly damp down the mane and tail and to give the hooves a quick scrub and apply some hoof moisturiser to give them a bit of a shine.
Needless to say, I'm rarely thorough and generally I'm happy if I'm not getting covered in mud and moulting hair every time I touch them!