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The Legs
The difference between good mechanics and bad mechanics is very much about which way the bones move and in which order.  Below I show good mechanics of both the front and hind limbs.
To answer these questions, it is helpful to have a general understanding of how the muscles and bones work.  To be able to see which direction the bones are moving in and to know wether or not the movement is correct.  With this knowlege you will be able to bring out the best in your horse and lessen your chances of injury.
Second - The top of the scapula pushes down to the elbow.
First - The point of shoulder pushes back into the body.
Third - The knee bends and lifts up towards the horses nose.
Fourth - The fetlock lifts and flexes.
Fifth - The cannon bones and hoof lift back and the toe points to the ground.
The Front Limb                         The Hind Limb
First - The Ilium lifts up at the point of croup which drops the seat bone down.
Second - The seat bone drops down which pushes the stifle forward.
Third - The stifle lifts up and forward.
Fourth - The point of hock pushes back and down.
Fifth - The cannon bone and fetlock lift up and forward.
Sixth - The hoof flexes back and up and the toe points to the ground.
Examples of good leg mechanics in flexion and extension.
Now for bad mechanics.  Below I show how bad mechanics of both the front and hind limbs.
The Front Limb                         The Hind Limb
Second - The top of the scapula tips forward pulling up on the elbow.
First - The ilium drops down toward the lumbar vetebra which lifts the seat bones up.
Fifth - Because there is little flexion in the joints, the cannon bone and hoof do not flex up as they move back.  Heel points to the ground.
First - The point of shoulder drops down and away from the body.
Sixth - The hoof with little flexion moves back.
Third - The knee remains straight as the limb lifts forward.
Fourth - The fetlock also remains straight as the limb moves forward.
Second - Because the seat bone can not drop the stifle gets pulled back.
Third - The power of the stifle now has no choice but to drop down away from the body.
Fourth - The hock pushes forward and down through the front of the hock with little flexion.
Fifth - The fetlock  has little flexion as it and cannon bone moves forward.
Examples of bad leg mechanics.
Below I took two photos of horses in the same moment of stride.  The one on the left who is standing up through the stifle is flexing his knee toward his nose.  The horse on the right with the fetlock touching the ground, has it's knee dropping to the ground.  This horse also looks like it's nose is dropping to the knee.  Comparing these two horses, one with good mechanics and one with bad mechanics, can you see how a potential injury could occur to the horse with bad mechanics?  Which injury do you think will happen first, ring bone, coffin bone, fetlock, or tendon?  Any of them is possible.  
Now for a test.  A horse has the best conformation when it's body can be divided into three equal parts.  It is the perfect trapizoid.  The body is balanced in a way that gives it the ability to have good mechanics regardless of how it is trained.  One of these four horses has the perfect trapizoid and as a result shows great mechanics.  Can you pick out the horse?  A hint - lines in the body are a clue to something not balanced or not working correctly in the body.
If you picked the trotter in the lower left corner, you got it correct.  
Can you see that the race is being won by the horse with good mechanics?  Imagine how much more powerful the horse on the right would be if he were trained properly?