"My" buckskin (now my mother's) has about 5 different colours in her tail! Black, of course, but also white, gold, red and cream. I was advised not to dye her tail, because all the different colours in it are supposedly sought-after... I guess because you can't put a false tail in and have it look natural? Hers is REALLY thick and because of all the different colours nobody can question that it's natural.
Sunbleaching, on the other hand, I haven't really experienced all that much. My bay's mane bleaches a bit, but not his tail so much. And my chestnut's mane/tail are really cool, she's got some sort of sooty/flaxen combination going on where she's got everything from nearly white to nearly black in her mane... and her tail is nearly black in the middle, but bright red chestnut at the top and bottom.