The decision to go au natural is based on several factors:
The quality of your horse's feet.
The amount of work your horse is doing.
The footing on which your horse lives and works.
The existence or absence of any hoof problems or lameness that might be affected by going barefoot.
A truly good footed horse will never miss a beat, you won't be able to tell the difference.
But most horse don't fall in that category; they will go through an adjustment period. They may appear fine for a few days and then get a bit sore. After several weeks to a couple of months the soreness gradually goes away. This is the toughening up process.

but, you should be far more interested in the well being of your horse's feet than lining your pockets.