My instructor for the PADI Deep course had me sling a pony, but we sure didn't go into the kind of detail that 2airishuman refers to about configurations and procedures. I duly slung it, I breathed from it during the safety stop, and that was it.
I carried my own pony on my SDI Deep class. Instructor said I was the first student they'd had with their own pony. Switched to it during safety stop, as well. The other student in the class breathed off the instructor's pony.
I'll admit that I was heavily influenced by a friend who's had some training with Jim Lapenta. I've also read Jim's books. He's a big advocate of at least a 30cft pony on deeper dives. I just started take it with me on pretty much all dives to get used to it. Had it in the pool a few times over the winter and then out at the quarry before I started diving the Great Lakes this summer. I knew right from the beginning I wanted to sling it. I wanted it easily accessible and not behind me (on back tank). I pretty much figured out the rest myself.