The first thing you need is a list of rewards that you can use in training. They should be small pieces (so you can do many repetitions) and something that has value to your horse. Only your horse can tell you what he or she likes.
Here is a List of Possible Food Items for Ideas.
When introducing new foods, start by giving only a little each day for a few days to see how your horse's stomach tolerates it. It takes time for the bacteria and enzymes to build to a high enough level to digest new foods easily. If the bacteria is not present in sufficient amounts, the horse's system will shoot out the new food out the back end so take it slow.
horse's regular feed if it is grain of some sort
human breakfast cereals (including Cheerios, Honey Nut Cheerios
peanuts in the shell
handfuls of grass & hay
frozen peas and carrots,
black oil sunflower seeds (in shell)
cubes of dried bread
1/4 dried fig
Manna-pro bite sized nuggets - apple and peppermint,
pasta black licorice
red jelly beans ("the others don't have enough/any flavor")
jelly bellies (?flavors?)
hard candies, like starlight peppermints (the red and white ones);
after dinner mints (the soft, chalky, pastel ones)
valentine hearts (the soft, chalky, pastel ones)
biscotti (presumably with OUT chocolate)
plain animal crackers (cheap in bulk) (what about the frosted kinds?)
All types of grain and granola cereals
pasta (dried) (esp. shells and rotini)
burned or stale cookies (i.e. oatmeal)
Fritos (many people suggested these);
molasses chunks (often found in commercial feeds - good jackpot!)
orange peel (!?!)
dried cranberries (it takes a special horse, I think)
various fruits (melons??? lots of animals like cantelope);
Commercial horse treats
Mrs. Pastures Horse Cookies (I smash with hammer for c/t)
Joker's (www.treatwells.com mail order only, *very* good jackpot)
Energy Snacks (good basic treat)
...and, of course, all sorts of normal horse food too!
This list was taken from the archives of ClickRyder, a discussion group for positive horse training.
You Can Use Other Things as Reinforcers as Well.
A neck scratch, face rub right between the eyes, bum rub (under and above the tail), and withers are usually enjoyed too! Try different things with you horse to see what he will work for.
Even consider behaviors he enjoys doing. Those can be rewards too! Maybe he likes galloping for short spurts. Use that as a reward after a controlled walk or tricky manoevere. Does he have a favorite game he plays with you? Use that! Cueing him to dip his head down for a mouthful of grass on a walk can reinforce calm behavior on the walk.
You Are Not Done Yet!
Next, find out which of these has the most value to your horse. Give him a choice of two or three foods and see which he picks. Do this with several foods, then create a list that ranks his preferences from highest to lowest. Do this with non-food rewards as well to create a master list.
High value rewards are used when training a new behavior or in very distracting environments. Low value rewards are used when the horse knows a behavior very well and when the behavior itself is enjoyable for the horse.