Personally, I have always found them to be more trouble than they are worth. No matter what its made from or how I attach it to my saddle, the ****ed thing slithers all over creation and I spent more of my time turned around adjusting it than anything else. But other people do seem to use them successfully, so I think I am just rump rug inept.
If I am at a ride and the weather is cool, I make sure to keep the blanket over her hindquarters while tacking up and even for the start of my warmup. Once we have been moving around for about 10 min, I will drop the blanket and then just make sure to keep moving after that until the ride starts. The the blanket goes back on her rump during holds.