I’m a huge fan of using subtle colored yarn in my horses mane and tail- he’s a flea-bitten grey and I have hunter green piping on my saddle, so for that special occasion I like to put matching yarn in his mane.
Last time I tried that, the braids completely fell apart and the yarn wasn’t staying tied. I’m not sure wether it was the yarn or the braider, or both…how do people pick the best colored yarn? And what should I look for? 
I just use the normal Red Heart basic yarn when I do my own, not sure what brand our pro braider uses, but it looks like regular yarn to me. Brown, blue, hunter, never had a problem with any of it just coming out, unless it was either rubbed or poorly done by me to start with.
I always used Red Heart. My sister had a flea-bitten grey mare, and she looked really sharp using pale gold in her braids.
I used red heart as well when I braided. We loved to use very light blue on our gray and maroon on our chestnut.
Personally I HATE Red Heart! I can snap that stuff faster than anything - even while tying the knot at the bottom of braiding down. I’m special that way ?? I use Vanna’s Choice and rarely break it. But every braided I know can snap that brand so just go with what works best for you. Muted colors look nice on any horse unless it’s neck is upside down.
I braided a bunch of horses for the ONE h/j show we have in my area each year and I used navy on three horses (gray, dark bay, and bay/white paint). My dark bay got kelly green. I just get the cheapest yarn at Joann’s that is the shade I want. I had no problems with the green but the navy did break…then again, that yarn was left over from my last show which was in 2008…
Gray horse with navy
https://www.facebook.com/photo.php?fbid=10157327589600038&l=e24b431683
My gelding with his green (this was the type of show where I showed in a black Kastel shirt, so bright green was acceptable)
https://www.facebook.com/photo.php?fbid=10157327589515038&l=06967046e3
I love most color in grey manes. Ive seen a lot of purple, blues (I love Devon blue at Devon), greens, and then standard colors. And I second billiebob. I find the cheaper yarn tends to be coarser and stays in better. The fine, higher quality yarn meant to be knitted into clothing always feels slippery to me and doesnt stay in as well.
Braiders order special yarn…it’s 3 ply polyester rug yarn. You cannot break the stuff. (And you’d NEVER knit with it - horribly coarse). We order the regulars and then purple, hunter, navy, baby blue… Slate blue is a personal favorite - the crew I braid with does almost all greys in slate.
However, if you’re not a pro and don’t want the number of one of the great yarn ladies (we have to order it through specific people that get the stuff made - it’s insane), red heart is ok. The I love this yarn that they sell at hobby lobby (which is a place I won’t ever shop for political reasons…except yarn) is also pretty decent. Careful of stuff that is too thin - it will slice the heck out of your fingers, even if you use vetrap.
Colors are huge, and look stunning in most horses. 
We’re getting less subtle lately and just.enjoying.the.crap.out.of.it. It all started with a red and green Christmas pom pom in his mane last year and that led to a pink and red Valentine pom pom and now all hell has broken loose. Just one little pom pom but so many possibilities for cuteness. We bring Red Heart in the colors we want for the braider to use. Seems to work fine.
A friend just posted a photo from the 80s with a black horse braided in burgundy. It was soooo pretty. I’ve always been a fan of braiding in color…but only if the braid job is amazing. We used to match our hunt coats. IMO, there is nothing prettier than a chestnut with a navy braids.
