I've used the stocking idea before I got my sleazy for Mitch. It worked well for me, but keeping in mind that this horse is paddocked on his own on show nights.
It worked, but they're fiddly to get off in the morning is all, and you have to be careful not to make your braids go fuzzy when you pull it off. It does work though.
I put hair gel in his mane and wait for it to get to the "slightly tacky" stage of gel before I actually plait it, that way it's not slippery in my hands. I then band the end of the plait, and sew all my plaits in, I just find it easier to sew them in, they stay in better and sit against the neck better, rather than looking like little knobby things sticking out from the rubber bands
So; my plaiting kit consists of:
Human hair gel
Plaiting thread the same colour as his mane
Rubber bands the same colour as his mane
Steel mane comb with wide teeth (for pulling his mane-mane pulling is hellish on bare fingers)
Plastic mane comb with many thin teeth (for separating mane pieces)
Human hair brush (paddle-brush for initial detangling of mane)
Hair dressing hair clips (holds mane out of way)
Plaiting apron - it's so annoying having to hold a hunk of mane and lean over to where your stuff is to get the next thing.
I think that's all, though I like to use a damp sponge on the mane before I put the hair gel in. The gel I use is very thick, not thin runny type stuff.