I don't pull my horse's mane. For one thing, he is only 3, and has the attention span of a child. He gets really antsy and fidgety when he gets bored or restless, which would make pulling his mane an even more strenuous and frustrating task. For another thing, I can't stand the time it generally takes to pull a mane. So I also use the combination of the thinning scissors and razor comb. It definitely doesn't look as nice as a pulled mane, but who cares? I know he doesn't...and I don't...then again, I'm not heavy into the competitive scene, for which you might have to have a nicer looking mane. Plus, even if it doesn't look great when it is first done, it grows in nicely after a few weeks and looks a bit more evened out.
In the end, you just have to do what is most comfortable for you and your horse, and also take into consideration if you're showing or just doing pleasure riding.