I'd pull the tail, but I know what cats are like when you do that. I guess the only other thing to do would be to dangle little thingies just out of reach to see them bat at it. That aggravates them after awhile, too.
It varies from cat to cat. While neither of my cats do much when you pull their tails, Persians would most likely scratch your face off. Jitzue doesn't care too much about things dangling in front of hs face, until it starts poking him back. Socks, on the other hand, goes crazy immediately.