An old trick for braiding is to dip your comb in raw egg- it moistens the hair and makes it easy to work with, and it will dry like hair spray, keeping your braids (or bands) stuck where you put them :) plus its super shiny
The diamond braids are what I do with every long maned horse I've shown. I don't do them in thick portions but I don't do them thin either, like the first picture. A decent chunk but enough to make it look neat and not bulky. I wish I had a good picture of it.
For drill, we would thread sparkle ribbons into the diamonds as well and they looks great...But I wouldn't do that for a show, lol
Depending on the level of the open show you may or may not have to band it...although it is showing respect for the judge taking time to be there.
I have seen someone at the AQHA youth world who showed WP with a long natural mane. I think it was just banded at the top like normal bands would be. If you decided not to band at all just make sure it is brushed, cleaned and shining! Not as if you just pulled the horse out of the field after months of not brushing it.
If you do the diamond banding, the 2nd one is the better example. The first one is too busy and, one of my pet peeves, the bands are all over the place. If you do the diamonds make sure that each band in each row is dead level with the other bands, not all over the place. It's a great way to do a thick mane. You can also do hair gel and it will dry tight and stay in place.