I always roach my horses manes. I do, however, leave their forelock. I am firmly against pulling a horses mane as I can't imagine what it would be like if someone were to take little chunks of my hair and pull them out. I've also seen horses bleed from it. I think that thinning shears could help. I also don't tend to grab onto a horses mane. I don't think I've ever really done that. If I'm riding bareback I will usually just use a neck rope.
P.S. I do dressage and I'm not sure if there are any rules against it in western.
"You know, for as long as I can remember, I've had memories." ~Colin Mochrie