Tails and manes are tricky, too. Fold the tail in half, approach from the side with a bucket filled with warm soapy water, and dunk the tail in. Shampoo the tail the way you shampoo your hair. Don't scrub too vigorously, or you'll break the hairs. Keep in mind that a wet tail can pack a nasty wallop, so try to hold it still while shampooing and rinsing.
Conditioners are a good idea, especially on the mane and tail.
I have started using a mane and tail conditioner to minimize hair breakage. It's a very good idea if you bathe a horse frequently. Even a good shampoo will strip out some oils, so a conditioner is a good way to replenish those oils and, again, balance the bacteria.