When used properly, tail bags can really help preserve a tail. I use only the single tube ones with 2-4 strands that you thread through the centre of the (braided) tail below the dock. I'm not a fan of the three tube ones, I've found them to be kind of overly complicated.
The tail should be taken out about once or twice a week, or at least every other week. The tail should be clean, thoroughly brushed out, and completely dry when you braid it up. Then fold the braid in half and stuff it in.
When you take it out, let it hang freely for awhile. I'll often take out the bag and braid, kind of massage the dock with my fingers, then let my horse out to roll in the sandy arena, then I'll ride/lunge and groom thoroughly and whatever else I need to do, then braid it back up as the very last thing I do before putting the horse back. It's important to let it get some air. If you can't leave it out for a long time while you're there, you may want to consider leaving it out overnight. I purposely leave it out for at least a day at least once a month, for extra balance.
Don't forget to also make sure that no other horses will be interested in pulling at the bag. I spent years perfecting one of my horses' tails and it was completely destroyed overnight by his curious pasture mate tearing it out, taking half the tail with it. I was horrified! It certainly couldn't have felt very good for the poor fellow, either!
Also, be sure there are not going to be flies present unless you get a tail bag that has swatters attached (and even then, I highly advise a sheet or fly spray). Not only can a horse not effectively use their tail when it's bagged, but swinging it around when it's tied up only breaks off more hairs than it would without the bag present.
Currently I only bag my horse's tail when it's muddy out, and leave it partially braided the rest of the time. I've found that to work best for me.
Last edited by rocky pony; 10-10-2011 at 01:21 AM.