I can't find reviews on very many...have any of you ever tried something injectable like adequan etc? 

Summit Injections. I’ve had good results .  Loading dose 1 dose a week for 4 weeks.  Then 1 dose a month or twice a month depending on horses issues or how hard you are hauling 

But which brand? I only really know of adequan. Some people I know use compass or ichon instead, but those aren't necessarily approved for a joint supplement?

Summit is the brand name. There's also Legend, pentosans like PentAussie, generic gluscosamine. Some studies are now showing general gluscosamine works almost just as well as the other types, like Adequan. It's around $5 a dose. If you want something really cost effective you can do yourself, I'd start there. 

Thanks!!