No, don't do it. I never clip after Christmas because you risk buggering up the summer coat. Just keep your horse well rugged to encourage the hair out, and groom with a rubber curry like crazy as often as you can.
DD's section A has got a medium weight standard neck and a heavyweight high neck on 24/7 at the moment because it's so cold. He is properly moulting too so I know he is nice and toasty. The sheltie x is moulting less (in fact less than he was a couple of weeks ago) but I don't rug him as warmly.