There's an artist that went by 'The Veterinarian' that had some nice illustrations of women in puppy play with tails, including a few theoretical DIY instructions. Here's most of his work (you have to hunt around to find all of it): http://www.aigando.com/Vet-toko-garo-e.html
We did contact the owner a few days ago, and no replies as yet. It's the statement 'do have a variety of colours in both horsehair and fur' which makes be a bit wary of it.
I'm trying to find a fur dog tail plug (preferably white, since my pet's fursuit is white.) but I haven't been able to find one that won't cost me $80 after shipment from the UK. Why do you guys get all the fun stuff? lol