All winter I kept Lacey's tail braided and conditioned and now it's SO pretty!
I tried putting a tail bag on her but she kept getting out of it (probably if I had had a braid in one, that would have been different) so I gave up on the bag. I always took about 4 inches of tail from around her tailbone, loosely french-braided that and then just turned that into a tighter normal braid once her tailbone stopped. I would take it out and douse it in Cowboy Magic detangler once a week and I would wash it about once a month. I never had an issue with hair breaking, but she does have very strong hair. Another thing I made sure to do was to trim the very tips of her tail at least once a month. I figured maybe horses are like humans in that your hair grows faster the more often it's trimmed. It seemed to work, or something, because her tail is about 4 inches longer, at least, than it was last summer.
I never had any issues with burrs or anything but around here, we don't really have burrs.
I let it out for the summer though because I figure she needs it to swat flies. My plan is to do the same thing with it next winter, maybe her tail will actually reach her fetlocks by next spring! Haha