Here's a little tutorial on the technique I'm using to make tails. The idea was to make a spine that would keep the tail out away from your feet as you walk while still being cheap to make, lightweight, and flexible. The movement is wonderful though it does lose some of the sway after furring.
This is how the tail for  RheaAlgarin was made.

A few notes:
- You can really use any sort of base you want as long as it will support the weight of holding the tail out away from the body.
- Many of the hinges from home stores will be stiff right out of the package and may need to be sprayed with some WD40 so the joints don't bind.
- You can add some weight to the last link if it needs more incentive to sway. Rhea's tail has weights but this one didn't need them.