I always look at the ingredients of the dog foods, and do not get any that show corn products as one of the main ingredients. When it says "byproducts" as in chicken byproducts, that can include things like feet and feathers of the chicken, not to mention internal organs.
One thing that i particulary look for to help with skin and coat, is flax meal. Flax is very good for conditioning the coat, and so is beet pulp. I used to get beet pulp by the bag at the feed store and feed it to my horses. It will give them a shiny coat, and help a thin horse to gain weight without making them hyper like grain does.
I have used Diamond Naturals, which is a mid-priced dog food. It is not as expensive as some of the brands like Blue Buffalo are; but it is certainly a much better food choice than a cheap food like Old Roy.