All of those examples basically can be summed in to two categories. The first uses a sprite as a trail and this sprite is being spawned every tick or x seconds. The second uses the canvas plugin in some way, just as in the R0J0hound's example found in page 5 in this topic.
The first method, although very flexible, has a major disadvantage, if you have many objects that leave trails (and further more the trails are long), you have to spawn many-many sprites, so there ought to be a performance issues somewhere.
The second method, on the other hand, does not require any number of sprites, but I renders a weird result, best viewed when the opacity values of the "fill canvas with color" action, or the object that has the destination out blend, are very low. The thing is that you'll need low opacity values if you want long trails.
I was hopping that in his last post, R0J0hound has something in mind that uses the canvas object and he was not referring the methods that are under the "spawn sprite trails" category...