Hate them, would never use one. I find it more of a risk if they catch their tale because now way more hair is going to be pulled out. When the bag gets wait it takes a long time for it to dry which you wouldnt have an issue with had you let the tail out of it. Gives one more thing for other pasture mates to play with, once again not a good thing.
I have had far more success growing out and protecting tails by letting them be than to use artificial means.