Mine is pretty much left natural, as is his mane (although, I'm thinking of pulling his mane to the usual QH look or braiding it up)
But it seems a bit unkempt to me? A few years back, we had a mustang who ate Java's poor tail, so it's still growing out.
Do you let yours out all natural? Do you trim it? Do you cut it short? Cut it at the hocks?
Also - any tricks on keeping a three-tube tail bag in? I have tried a few different ways, but it seems to always fall out after one night in. He's never had a problem keeping other tail bags in?