I've found 3 supplements whose benefits have been demonstrated in clinical trials/studies...
Cosequin Opt from Nutramax
MSM (no particular brand)
Any others? I'd read that Novus Steadfast was being studied at Texas AM in 2008 but the results were never published that I can find...
Dressage, riding, sport horse blog
Didn't Conquer Liquid HA from Kinetic have some clinical study done too?
Im unsure if it was an actual "clinical" study, but my vet did research on Cosuequin ASU and had fabulous results(much better results than the "regular" cosequin)
Ive had great success with MSM!