for a thick, full tail, pick through it strand by strand with your fingers. First, separate the tail into a few sections and put a hair tie around them. Starting with one section, start at the very bottom of the tail bone and carefully pull strands of hair away from the chuck in your hand. Pick only a few strands of hair away at a time. One you have a little clump picked through, gently run your fingers through. Gradually make your way through all the the tail, but always pick away from the tail bone.
This is very effective, but takes LOTS of time, so I usually only do it before a show. Conditioning the tail beforehand also helps.