Joint Supplement Confusion?

So my arthritic 15 year old OTTB needs some joint supplements (they said his arthritis is pretty bad...). I am leaning more towards something I can get myself online or at Valley Vet or something like that, versus a prescription that I'd have to get thru the vet. Although, some of my friends have arthritic horses who are on prescriptions and they say that they're stuff is amazing. One is on Previcox, one has Adequan, and Legend has also been recommended. My question is... which is better? is it better to do prescriptions or OTC supplements? should I do a prescription and a OTC supplement? I just need as much information as possible...