I was reading a lot online before I actually got Vega a tail bag. The one that I have, that seperates the hair into 3 sections is supposed to work the best because the hair can grow and not get all tangled up. I have seen other horses tails that have been braided and put into a one sleeve tail bag,and their tail is just a big ball of knots. I also read you're supposed to re-do it like every week and condition as well.
I wish I had a pic of Vega's tail. It's kind of the typical appy tail, but her's is a little longer, because I have put Santa Fe conditioner in it, and it works really well.
It could just be my luck of having her tail bag fall out as many times as it did, but i'm sure there's a way to do it without doing so much work.